When working in multiple files with different palettes, changing your color selection in one file changes your color selection in all files.
More often than not, this is probably undesirable behavior for most users.
Notice the selected colors while working in this file with a large palette:
Then I switch over to a different file with a different palette and colors I have no reason to ever select are now selected. I need to reselect useful colors in this file in order to work on it just because I chose different colors in another file, unrelated to this one:
Can the Color Palette panel be updated to remember foreground/background color selections per file?
Most panels don’t change when you switch files but the Layers panel does. It could be a useful improvement if the Colors panel did the same.