Does the surface of Mercury actually show any perceptible color or is it just basically grayscale like the Moon ?
So most rocks are gray, unless they have been exposed to oxygen, which converts the black iron oxide into red iron oxide, in which case the rocks turn from some gray shade to some brown shade.
Where there has been water, the water could have been dissociated by light, providing oxygen for the change of color. In the absence of water, there are few chances for anything else that could change the color of the rocks from gray.
[1] https://link.springer.com/article/10.1007/s11214-020-00750-2
https://apod.nasa.gov/apod/ap110331.html
Here's an image with exaggerated colours: