In WI, chapter 3.4. Regions and the index map, it is written:
This effect doesn’t show up in release 6F95 (at least with Windows and Mac). Before reporting a known or irrelevant issue, I’d like to check: is the documentation outdated or is there probably something wrong with index map creation?
There is a known bug in index map creation in 6F95, one result of which is that there is no region coloring. It will go away next time.
(Edited to add: One way to check about known bugs is to go to inform7.com/mantis/view_all_bug_page.php and use the search box there to find what’s been reported already.)