Why would they not all be identical physically or why could they not create all colors?
There are other issues other than direct inheritance. When cloning animals often the markings are different. Calico cats are a great example (though not the same as other cases)
The colour for orange and black on cats is on the X chromosome. Now in mammals both Xs are not active in females. One X becomes a barr body early on in development. One X chromosome comes from the dad, and one from the mom, so they are not identical. In the case of cats, a female cat with 2 X chromosomes, one coding for black hair and one coding for orange will get you calico (this is also why normal males can't be calico) In each cell one of the Xs is inactivated.
Now what makes it interesting is that this happens VERY early on as each daughter cell 'inherits' the inactivated X. So if early on the X containing the black gene is inactivated in cells that go on to make the dermis, you end up with an orange female. This is also why calico patterns are random and are NOT inheritable in any way.
Even in horses you end up with different markings. Same colour, just different white spots.
This is Scamper, one of the only really good examples of a need to clone commercially.
This is his clone
There are factors in the uterus on a developing embryo that create markings. Not genetic.