I think as long as you do not change the palette and use “theme default,” the color changes as expected. But once you select something else, the result is confusing.
@tobiaseigen said it’s an area they are currently working on in How to make the automatic dark theme the same as the selected dark theme? - #5 by tobiaseigen. So hopefully, improving the setup for admins will also make it easier for users.
I think having a default light and dark color palette per theme, which is set when the user chooses that theme, would help. Otherwise, selecting palettes like grey amber is difficult because it’s not an option for all themes and the defaut dark mode scheme setting makes things even more confusing.