Found simple bug. When set color for each layer, save, close file, open again, colors settings dissapear. 
What version?
Where do you set the color?
Oh, sorry, Beta Version 2.0.0 (675)
Font infor > Masters > Custom Parameter >> Master Color Property
The property still there, but no color assigned
I can reproduce this. Will file a bug report. Thank you for reporting.
fixed it, thanks
Cool thank you! new beta!
This problem occurs again in version 2.3b (882).
I can’t reproduce it.
Anyone else in the same situation?
From Info>Master>Custom Parameter> (+) button by myself, set property, set color, no color assigned after reopen.
But I copied custom parameter from https://www.glyphsapp.com/tutorials/creating-a-layered-color-font and past it on my own file, it worked fine.
worked fine, but can not change color. Once change color, no color assigned after reopen.
I was confused by the title of the thread. I thought you mean layer (glyph) colors. I fixed it.
Yes, I am making layered color according to your tutorials.
https://www.glyphsapp.com/tutorials/creating-a-layered-color-font
For now, this is not a critical bug for me.
So I am going to wait for someone who has same problem to appear.
The problem will be fixed with the next update.