Steps to reproduce:

1. Open attached project "SetColor.zip"
2. Open scene "repro"
3. Open "SetColorAlloc.cs" script and notice that in each update Selectable.colors get value assigned
4. Open profiler (make sure CPU usage is selected) and run scene for a few seconds
5. Sort profiler by "GC Alloc" and expand BehaviourUpdate
6. Notice that SetColorAlloc.Update() allocates 0.5kb of memory (picture attached)

Note: This happens in every frame (due to setting Selectable.colors in update)