There are a few types of color coats on attys. One is an enamel which is baked on the metal, and tends to not come off with anything. Another is a paint, which will start to chip and peel off with just heat, and hot water or alcohol will hasten this. The third is a sort of acrylic wrap, almost like colored electrical tape. This stays great for a long time, then comes off all at once.
The vendors often do not have much control over how the Chinese manufacturer chooses to color an atty, and it can even change within a given vendor's inventory.
If you run attys hot, this will loosen and soften the coating, making cleaning even more susceptible to removing it altogether. I have a lot of excellently working steel-colored attys that were originally some color. My best luck with color-fastness has been with Totally Wicked's Titans, but the black ones will eventually give way.