When it comes to liturgical colors, there is only one 'thing' that is required to follow the color of the day: the clergy vestments (stoles, chasubles, and dalmatics), and even then, white, gold, and silver are optional substitutes.
So, nothing else is required to follow the liturgical colors: not banners, nor altar cloths, nor candles, nor decorations, etc....
The Advent Wreath isn't even part of the Liturgy of the Church. It is a devotion which may be incorporated into Mass by blessing it the first Sunday of Advent. But since this particular devotion follows the Liturgical Calendar, it has been traditional to make the colors of the candles match the liturgical colors. But they don't have to be. There's no regulation determining it.
Furthermore, the pink/rose/light-red of the third week of Advent is optional. The liturgical texts of the third week of Advent make no reference to it being Gaudete Sunday. There's no language like "On this especially joyful Sunday of Advent..." It's just the third Sunday of Advent, not even the last. And the old practices of harsh penitential days of Advent are long gone... there's no need to signal "Whew! This tough season's almost over!" in imitation of Laudate Sunday of Lent (which is also pink-optional).
Which all means... the color of the candles don't matter. It's the countdown that matters. Also, in my experience, the colored candles are a big pain to deal with since the large ones are not a solid color. They have a colored shell which is harder than the interior wax and doesn't melt correctly causing the wick-followers to get stuck or go crooked. Constantly trimming them was a big pain. The white ones are so much better to deal with. (Of course, since they're not truly liturgical candles, they don't have to be wax.)