I find my Zoanthids do color up, but it all depends on your tanks chemistry.
I've had brown turn yellow, pink turn orange, green turn purple...
Alkalinity seems to play a large role in coloration, IME.
If you keep your Alkalinity at a high stable level, your corals will color up more"." That is assuming you're taking care of the rest of the params (temp, salinty, calcium, current, light...)