SQLcl handles 'host "COLOR XY"'' badly in windows compared to SQL*Plus. This is true for both powershell and cmd.
Below I have an example of the command 'host "color 47"' being run in SQL*Plus and behaving as expected, a completely red shell.
Then I have an example of the same command run in SQLcl and the colors are split between the original shell color and the new red color I wanted.
The result is SQLcl gets ugly very quickly as there is a strange mix of colors on screen, if you write enough into the shell then the red color disappears completely.
SQL*Plus

SQLcl

It would be good if this feature could be fixed.
The use case for changing the shell color is that if you set up a script to change the shell to certain colors depending on the database that you're in.
This can help with letting you know if you're in prod or dev at a glance.