There is no code requirement for the jacket colors of NM or NM-B, only that it's properly labeled. I've been in a building where all of the romex (NM, not B) was white. 14, 12, and 10. Same color. The only reason I picked up on it is because I was adding an outlet and had the cover off of the breaker panel. There is some convention, but no requirements. Cerro Wire (Cerrowire?) has been showing up at the DIY stores lately in a rainbow of colors. Since you said it, you raised my curiosity as to why they'd do that. I hadda go figure it out.
The purple and blue are for 12/3 and 14/3, which allows you to tell them from the "correct" colored 12/2 and 14/2 from a distance. Or maybe the building inspectors want to do drive by windshield inspections like the tax appraisers do. Allegedly it's slippery too, pulls without lubricant if you're doing long runs that would have otherwise required that. Sounds plausible to me, but it's sure gonna mess with the ambiance in the basements of all of us on the east coast where the defacto (legal, inspectable) standard in basement wiring consists romex stapled all over the joists and sill plates. It'd be like having party decor.