Ahhh. I think I understand where's the confusion now!
So the header on the color is just the name for the palette. This was meant to organize the color options so that it is easier to choose from.
You can only change color for part that are currently active. So for example, when you click helmet, you will be presented with 3 color slot on the right side, and when you click one of them, the color palette will appear.
But this is a good point! I should probably write a documentation for the Standalone version.
PS. You can switch the color selection mode by clicking on the icons on the right side of the colors palette!