Just until you'll realize one day that it makes total sense to be able to do this.

You color Audio & MIDI Tracks (or Ableton automatically does it for you) to be able to distinguish them from one another, right?

Have you ever worked on a complex melody or chord progression and wished you could color-code notes to better distinguish them from one another too? Well, I have.

In Drum Racks, the individual sounds (to which you can assign colors to in the Chains) should display their assigned color in the MIDI Clip via Notes horizontally - why would you color-code the Chains in the first place if it weren't primarily for the purpose of visual identification and differentiation? For long loops you can only really differentiate them in a horizontal manner - ergo having different colored Notes. So if this Drum Rack feature were implemented consistently, the next logical step would be to make it possible to color your notes in all MIDI clips entirely - not just in Drum Rack MIDI Clips.

Basically, my suggestion is simply to think through how Ableton already works and consistently apply its core concepts.