Most modern keyboard layouts are based on the IBM Model M, which is arguably the first keyboard to sport that layout. That has alpha-coloured \| and `~.
The argument for alpha-coloured is that they are indeed alpha keys - they generate printable characters that appear on the screen. Modifiers are a different colour, and are so-called because they modify the behaviour of other keys on the keyboard.
The tendency towards mod-coloured \| and `~ most likely stems from people wanting a mod-coloured block of keys on either side of the keyboard to balance the visual aesthetics.
As an aside, RGB mods were popular due to the use of keyboard overlays in the past - a card or plastic sheet would be fitted around the function keys, usually, and had application functions highlighted in red, green or blue. The addition of RGB modifier keys to the keyboard helped non-technical users to generate the correct key sequences.