Actually, I've noticed this recently in Planet Unknown. I'm currently in a 3p game where colours are yellow (me), blue and green. I am the only premium player at the table, and my preferred colour is red. I know red is a possibility, because this also happened in a 4p game (where again I was the only premium player) and another player was assigned red, which confused me when I was performing an action. I ended up setting the option I wanted for myself against the red player, which wasn't me.
ETA: There is a bug for Planet Unknown here:
https://boardgamearena.com/bug?id=108210.
As to Heat, there is a bug report here:
https://boardgamearena.com/bug?id=99347, but I suspect Tisaac knows about it.
I see their comments in there about matching colours being somewhat difficult, though I don't think that was my problem in Planet Unknown. Looking at the player's account, they're only playing solo games of Heat (with Legends), so I'm not sure if that makes a difference to choosing preferred player colours?