If you examine the color of the train station by selecting the station and then the color icon, and the note the RGB values, do they change when the train leaves the station (you have to close and reopen the station screen to see the changes, IIRC).
Stations don't accept the color of the trains; it blends its current color with that of the train. If you have red circuits and green circuits being delivered on two different trains, the station will not change between red and green; it will become more of yellowish color. The more green trains over red trains the closer toward green it will shift.
Finally, check the FAQ link above.