How to save/export color data while exporting 3d geometry file. (obj)

Hello,

It also removes any color when I export to .gltf.
I tried to export to .gltf with the example of this thread Volume Viz with Multi Component Color/Opacity Mapping in Paraview 5.6.0-RC2, and it worked.
I think my problem might be that I want to export colored volume and not colored surface (like in the example). Is that even possible with .gltf or any other format?
I’m putting below an image of the volume I want to export, and another image showing a .gltf export of this figure but using a surface representation (the colors are there but it is not what I want since there is no 3D)