The "colored" Wranglers are coated with a substance called Cerakote, it is a ceramic based coating that is cured with heat and is extremely tough if not abused and won't easily wear off. I use it exclusively in my gunsmithing business and have never had any complains about it in the 15 years I've been applying it. Cerakote can be custom blended to get just about any color you might want.
Yes, you could take the frame and other aluminum and alloy pieces to an anodizer and get it anodized in any color the anodizer can do but you can't anodize the barrel or cylinder because they are steel. Carbon steel will simply corrode if it is brought through an anodizing process.