I think you've answered your own question. I know my favourite BIR simply add the coconut, almond etc., to the pan and add just base and cream or carnation milk. The colour then comes From the base.
If your tikka is made using colouring and it is added just after being cooked, I should imagine the colour will bleed into the sauce.
As long as it taste good, it doesn't really matter. If your trying to impress the missus, turn the lights down.