If you select the page as I described, you can apply a colour. But I wonder if you are being misled by a cover page layout with large grey photo cells which fill the whole page.
To see this, don't add any photos to the cover but apply a colour using the Background panel. Then export the book to PDF - you should see the cover.pdf is the colour you want. Alternatively, just resize the photo cells using the Cell padding and you should see the colour.