LOL disagree away, it's not a problem, life would be tedious if we were all the same!
But trust me they have zero impact on colour; they do one thing and one thing only and that's reduce the light coming into the camera.
The one thing that digital cameras are still crap at compared to film is contrast, so in auto the camera is often struggling to deliver optimum results, especially when you have major contrast issues present as with a sunset. It will tend to expose for the biggest area of contrast in shot, depending on what your metering area is. You can demonstrate easily with your phone camera...near sunset, fill the frame with mostly sky and the horizon goes black, drop down until it's mostly foreground and the sky whites out.
It's also far easier to pull detail out of an underexposed area than an overexposed one in post, so exposing for the sky is always the best way to go.
You're far better off using the EV adjustment to reduce exposure because all an ND filter does is reduce the amount of light coming into the camera such that, in auto, all the camera can do in response is some combination of (i) increase the aperture (results in less depth of field so more potential for focus issues)), (ii) reduce the shutter speed (more tendency to blur), or (iii) increase the ISO (causing more graininess and 'noise').
So while an ND might appear to show an improvement straight off the card compared to an unprocessed shot with no filter, the latter should produce a better post result. Using manual control makes it even better.
It's harder to do with a wide-angle lens like a drone has but the optimum method is to minimise or remove entirely any foreground, that way the exposure will be correct for the sky.