Recording controls -> (Menu) [Set Color]
Color doesn't show up. Is it normal, or is it a bug?

I do not have a GPSMAP 66i, but I do have 66s/st and 66sr.
The 66sr is exhibiting the same behavior, so it is a bug.
Thank you for reporting it!
Garmin-Andrew
Thank you for posting this, I am seeing the same behavior on my 66i on 7.20 but not on earlier versions. I will get a Support Ticket created.
To anyone experiencing this, please send me a PM providing the email address on your Garmin account, I will add you to the ticket.
Don't post your email address on the public forum.
Will you add the 66sr to the ticket, please?