Ugg, Right you are. That does not sound like good behavior. I raised a bug to fix that: https://gitlab.kitware.com/paraview/paraview/issues/18635.
Until that is fixed, there are a couple of ways to work around the problem. The first is to click on the palette pull-down menu (
in the first toolbar) and select Edit Current Palette.... In the resulting settings dialog, change the Foreground color to the color you want your feature edges and then hit OK.
The other way around the problem is to run a couple of filters to extract the edges and then use the surface representation to control the colors. To do that, first add the Extract Surface filter. Then add the Feature Edges filter to that. (That is, the Feature Edges filter, not the representation.) Then turn off the visibility of the Extract Surface filter in the Pipeline Browser. Now finally you can change the color as I described previously.