TBH, there is no definitive evidence as to whether the flavors we vape are safe in the amounts we inhale. Since
vaping is viewed as tobacco harm reduction, (a
safer alternative to smoking), we each are making our own choices as to how much risk we can tolerate. It will probably be ten years or more until enough data is collected to say with any degree of certainty how safe vaping is.
Adding unnecessary dyes is not a risk I am willing to take though some of my flavoring certainly contain
some coloring. Of course your personal level of willingness to risk it is entirely up to you.