Sure, it shows those colours to the user. But they're not exposed to the website; if it tries querying the colour of the links, the browser returns the same blue value for all of them, visited or not.
It used to be that CSS leaked all visitor states with no user interaction. This was patched by browsers a few years back, but there are still ways to extract some data from :visited, it just requires user interaction now.
https://frantzmiccoli.github.io/visited-captcha-history/