This was done partly to mitigate the above issue (i.e. lots of state recolourings to distinguish between), and partly because I just prefer blue tunic, green hair.
Yes, in spirit of original DMA Lemmings, I agree — this was something I appreciated about Very-Old Formats (1.43), where Climbers etc. still looked like all the other lemmings. There are also some sprite sets (like the Spider-Man sprites) where we might actively want athletes to look the same as other lemmings. Of course, I could write that into the theme file, already in NeoLemmix — but in NeoLemmix, deliberately sabotaging the walker-athlete distinction for mere aesthetic reasons would probably be frowned upon.
In SuperLemmix, we don’t have that problem yet — however, as we see from the responses in this thread, a few of us have at least gotten so used to the visible distinction of blue shirts and green shirts that it feels odd / annoying now to have to isolate an athlete from a crowd of walkers. Especially since the highlight lemming no longer works the same way as it used to, as well.
This shouldn't be happening to your own sprites - I haven't changed anything about the hard-coding of colour swaps. Please can you send me a copy of theme.nxmi from one of your affected styles and I'll see if I can see what's going wrong.
This happened with my African lemming sprites, which are part of the strato_generalmd miscellaneous tileset. I don’t know if that comes as a stock tileset of SuperLemmix by now? It was originally first uploaded for Lemmings World Tour. I can send it to you again via PM, to be on the safe side.
What is supposed to happen is that clothes and hair swap colours, just like for regular blue-green lemmings. Meaning, where walkers have yellow shirts, green hair, athletes should have green shirts, yellow hair. Instead, the athlete just received some color overlay that gave him the same clothes as an athlete from the default sprites (EDIT: I had originally described this incorrectly, I've fixed it now.)
It therefore looks to me like the same darker shade that is applied to standard lemming sprites, in order to make the athlete clothes a slightly darker shade of blue, is also applied to my custom sprites here. Perhaps, it is indeed due to this line of code being somewhere in the general SuperLemmix game files, too? So that it applies to all spritesets, rather than just to the default ones while ignoring custom sprites?

$ATHLETE
FROM x4040E0
TO x202080
$END