So you go out on a clear night expecting to see some color up there. White stars, black sky. Sure, you can say they look a little bluish, or maybe orangish, but in your heart of hearts you know you're reaching.
Stars just look pretty much white.
The problem is in our eyes. In bright light the cones are what we use, while in dim light the cones are less active and the rods take over. The problem is, rods don't register color. This is why in dim light even colored things tend to look grayish. The stars just don't put enough light into your eye to activate the cones, and as a result we generally can't see their colors.