This is an interesting observation. The device colour codes originally weren't designed to work this way, as they were just illustrating device status., before the collection of anything else existed.
It might be useful for us to indicate subentity status here, but I suspect this would just result in everything being red/yellow.
It'd also be pretty complex to implement, since you can't work this out in real time (too many tables, too many queries), so it'd have to be done at poll-time, which would need all of the modules to return an overall state.
Ok, now it there (in Pro edition).
Fixed in r9732.