I don't think that they're colored. They are, however, very dynamic, and bursting with energy. Very enjoyable.
The add-on power supply was, in my opinion an extremely well thought out design, especially if you use the builtin (and very good) phono preamp. When the PSX was connected to my cyrus 2 the internal power supply powered only the phono preamp. With the newer gear I think it powers the microcontroller and remote stuff, leaving the PSX to power the audio stages.
I also remember that the Cyrus PSXs sold for a lot less than the (ridiculously priced) Naim power supplies. In fact we took my PSX apart and found that the selling price was roughly equal to the parts cost (admitedly Cyrus sources in quantity at lower cost ... but I still thought it was a good deal).
I remember comparing a Cyrus 2 with PSX (total cost about 800 GBP at the time) with an Audiolab 8000Q and 2 8000M monoblocks, through KEF 103.4 reference speakers. None of us could hear the difference, even though the audiolab gear (itself considered good value) cost nearly twice as much as the cyrus gear. The cyrus 2 with a PSX supply was a real piledriver of an amp ... in fact it had way more power than I could ever use. My only criticism was I never got the volume past 9 oclock, so channel balance could be off at low volumes on the volume pot.
If I were in the market for an integrated amp (I'm not .. I like my Densen B100) I'd certainly have the cyrus at the top of the list. If I had sensitive speakers and or a smallish room I wouldn't bother with the PSX. If I had difficult speakers (low impedance current suckers) or a big room, I'd budget for the PSX.