This is an issue cultural education, not just a moral foundation. This would be a fun with gaining knowledge about different colors. Kids learn quickly when learning process is created fun for them and color pages for kids do just that.
This skill will develop gradually as they go from struggling to stay inside the lines, to perfecting this fine motor activity. They also have to make sure that the colors does not go beyond the expected line and are required to sharpen the crayons from time to time. Such alphabet coloring sheets make studies lot easier and lighter for them.