We've wanted to this for a long time, but keep getting distracted with other features and fixes. This issue tracks the enhancement:
EsotericSoftware/spine-editor10
I've added a +1 and link to this thread there.
You can see all the issues on our roadmap here, with filters and search:
https://esotericsoftware.com/spine-roadmap
You can comment on issues to share new ideas. You can subscribe to issues to get notified when there is activity or they are completed.
Note that the color dialog is a relatively slow way to set the color. You may find it faster to use the slot color view (though it can't set region and bone colors, there's an issue for that!):
https://esotericsoftware.com/spine-slot-color
