I know this might seem obvious, but the question is worth asking just to check the boxes:
Are you sure you have a color printer?
There's plenty of reason to choose a monochromatic laser printer...because 1) color lasers are much more expensive, 2) one toner to worry about vs 3 or more and 3) laser printers are great for making PCB/enclosure etching masks.
If you do have a color printer, it might have something to do with the way you're coding your colors. Printers tend to speak CMYK(Cyan, Magenta, Yellow...uhhh...Kool aid. I think). If yours is currently set up in a different "language" (say, RGB) your printer might be defaulting to greyscale.
Honestly...I might be way off base here, but it's a thought.