The colour will only change if the response level you have changed to has an escalation action that changes it. Having said that, there are more factors that come into play regarding the behaviour when change RL's. For example the clock does not necessarily get set back to zero when changing, so you may find it difficult to identify a trigger that the service level engine can use to change the colour.
Personally, I wouldn't use the colours in that way. They're really designed to indicate progression through the life of the RL and not as an indicator of the type of RL being used.