The Keystep Pro user manual (version 2.5.0, March 14, 2024) says that settings in the Utility menu are global. The track colour settings (for the Keystep Pro Chroma) are accessed in the Utility menu, but are not global settings. They are saved as part of the project – any new project will have the default track colours to begin with.
Please make track colour settings, as described in the manual, otherwise they are almost too tedious to bother using, which is disappointing. Allowing a per project override would also be nice, but at the very least the settings should behave as described in the manual.
Keystep Pro Chroma, firmware version 2.5.14 build 196