Certain brands/types do have added color, for the affect. Most do not. The color that appears in many comes naturally with aging (steeping) and/or high flavor content.
I have a strawberry I make that starts off clear. Once it's fully steeped, it's a nice pale red. I have a chocolate that when the flavor is doubled, turns a very nice dark brown, yet with normal percentages, is a pale golden brown. And my cheesecake one turns into a nice dark buttery yellow/brown. My orange only turns slightly so that it looks like it's watered down Tang.
Most of the commercial juices I've gotten approximate the same colors. Now, if the color is something really different, I would worry.