I am able to freely change my keyboard colours when out of the gaming mode, so I am not sure what is going on there :| However, this really does need to be address. If I knew before hand that the macro keys would not work without disabling the windows keys, I would have not purchased it because its just a pain!
I mean, I understand why disable the win key in gaming mode (to prevent accidental press), but why even consider disabling the macro keys on normal mode? To prevent people making the most of the keyboard? It just seems so illogical :C