Color asset edit should work for component instances in different documents
When using a component instance in a different document, changes to the linked color asset (in the new document) should update the instances.
There seems to be no reason for the current behavior. I work with multiple products with the same base UI differed mostly by color.
It actually looks more like a bug, but this ticket says otherwse: https://adobexd.uservoice.com/forums/353010-adobe-xd-bugs/suggestions/38063995-linked-components-not-reacting-to-edit-fill-color