To me (not colour blind), they are not really coloured. Some are slightly more yellow or blue, but that's about it.

They do, however, twinkle: https://en.wikipedia.org/wiki/Twinkling

And while twinkling, I catch glimpses of red, yellow, blue or others. Of course, this is very subjective and that wikipedia page doesn't mention colour changing at all.

It probaly has to do with the low visibility of stars in general. Especially mayor european cities have so much light pollution that people, myself included, just see a few white dots at the night sky varying in brightness and ever so slightly in color if you pay attention.

It is subtle and to the naked eye, at a quick glance, the stars in the night sky are all little white dots.

Not a mass of little coloured dots.