I feel like it has something to do with airport keyboards, but I'm not sure...
Someone found some expensive desko (I think) keyboards in an airport terminal in Detroit, I believe. If you page back in "great finds" there was a topic about it not long ago. I remember they looked like that elbowglue SPOS that was popular, but they were white.
Anyway, I don't know the beginning of RGB sets, but it always sort of made sense to me: Modifiers can have colours, so the specific commands can be colour coded to them. Like, if CTRL (red) + P means "print", you can have a sub legend of "p" be "print" (in red), so it's easier to find. This makes sense for printing on the keycaps, relegendables, as well as those stickers that go near the keyboard for cheatsheets on programs
If anyone has any actual knowledge about it (not conjecture with what I just put up) I'd like to know as well.
EDIT: Tsangan has one of the pictures I remember is his post, above.