It's not guaranteed that a cultivator who possesses a multi-colored Golden Core will form a Nascent Soul of the same number of colors upon breakthrough.
Many cultivators, if they lose control during their breakthrough, for example, though they possess a Three-Colored Golden Core, may end up with only a Two-Colored Nascent Soul, losing one of the colors.
Moreover, the more colors the Golden Core has, the higher the chance of losing colors when making the transition to a Nascent Soul.
Back then, when Shen Feng was transitioning from his Four-Colored Golden Core to a Nascent Soul, he managed to form a Four-Colored Nascent Soul without any mishaps.
Only those with a Single-Colored Golden Core will not lose any colors when transitioning to a Nascent Soul, since there's nothing to lose from a single color.