The Default button in other apps (ex: Save and Print sheets) appear as expected. As do OS security dialogs.
I don't think I've noticed this anywhere else in the OS.
FYI: I have Default Folder installed. Which does stuff to Save and Open sheets. So just to be sure, I tried quitting it and restarting the Keyboard Maestro Engine. No change. (Also, it hasn't been updated in a few weeks.)
But I've tried that. The dialog is definitely in its front/active state.
I wouldn't be surprised if the cause is related to this though. As in: The buttons think (for reasons related to their parent window's state) that they should present as being in their in the background state.
The KM Prompt windows below to the KM Engine -- so they don't really have a "parent window". But if you mean the app that is frontmost when you trigger the macro with the Prompt, then that might affect it if you in some way activated the app AFTER displaying the prompt.
For example, if I display the Prompt, then trigger LaunchBar, its prompt has focus, and the KM Prompt then does NOT color its buttons:
As I mentioned above, I have Default Folder installed, but quitting that didn't help.
From what I remember (and maybe I'm wrong), nothing on the system has changed in a while. The newest update was Keyboard Maestro, to 9.0.6. Which is why I thought maybe something changed there and as interacting in a funny way with 10.11.6.
I have a backup of 9.0.5 (and earlier), but was hesitant to try them because I didn't want to corrupt the preferences.
Would it be safe (and worth it) to swap out these minor versions of "Keyboard Maestro.app"
A safe way to do this without risking 9.0.6 or later is to
while keeping 9.0.6 around, install 9.0.5 (or earlier) but do not launch it;
create a new user account and log in to that user account;
open 9.0.5 from within the new user account to test its button-appearance behavior.
When testing is complete, log back in to your original user account to delete the user account created for testing. All that will remain of KM 9.0.5 is the app shown in the Finder and that can be safely moved to the Trash. KM 9.0.6 and any of its associated files should remain perfectly intact.