Those fancy colours on the Denpa Men aren't there just for show. They are there to make the Denpa Men resistant to specific attack types. A Denpa Men with a red coloured body is resistant against fire, dark blue helps against water and orange has a strong resistance against earth. A Denpa Men with multiple colours is even resistant to multiple types.
But where there is an up side there is also a downside. The coloured bodies of the Denpa Men make them resistant against a specific type, but it also creates a weakness against another. So that makes light blue Denpa Men weak against fire and green ones cannot handle ice.
So think ahead when you're making a party