To reproduce:
1) Create new project
2) Create C# script which would have this in it(inside Start(), for example):
GameObject cube = GameObject.CreatePrimitive(PrimitiveType.Cube);
3) Play it, notice that it looks white-ish like it should.
4) Build and run it on any platform
5) Notice that the cube is in magenta now.

I guess you could count instantiating a cube prefab as workaround, though it's very silly.