Hi Joel,
I agree with you that it would be nice to have dialogs styled in different color depending on the use case they are shown for. However, the general idea for the predefined dialogs is for them to be as close as possible to the browser built-in Alert, Confirm and Prompt dialogs. While they are useful and easy to invoke, they do not provide much flexibility in terms of customization.
For that purpose, we have also exposed a Dialog component - it provides richer API and allows more control over the dialog content and appearance. That said, I would suggest using the Dialog component to achieve your desired scenario of specifying a color for the dialog header. You may achieve that with custom CSS. The Dialog component exposes a Class parameter that allows you set your custom CSS class to the <div class="k-window k-dialog"> element. Thus you can easily target and style the component as needed.
Having the above in mind, I am hereby marking the thread as "Declined". Take your time to revise the Dialog component and please let me know if any further questions are raised.
Regards,
Nadezhda Tacheva
Progress Telerik