Two settings determine if part colours are displayed in a SOLIDWORKS assembly set to wireframe, HLR or HLV mode; one set in the part, the other in the assembly.
In this image, there are several components with different colours applied at the part level; however, only one has edges displayed in the part colour.
In the assembly View menu, under Display, the option ‘Use Component Color in HLR/HLV’ enables part colour in SOLIDWORKS assemblies set to wireframe, HLR or HLV mode.
In a part file, if the option ‘Apply same color to wireframe, HLR and shaded’ is selected under Tools > Options > Document Properties > Model Display, then the part colour overrides the colour setting for Feature Colors – Wireframe/HLR, also found in the Model Display options.
Back to the first image in this article, we can tell that the assembly document has the option ‘View > Display > Use Component Color in HLR/HLV’ enabled, and only the component ‘base plate’ seems to have the option ‘Tools > Options > Document Properties > Model Display > Apply same color to wireframe, HLR and shaded’ selected.