In Preferences: MIDI Element Display.
If I set the Intensity of inactive events to zero (the palest possible), it works: inactive elements are very pale but retain their original colors.
But after closing and reopening the editor, the dimmed elements all turn black and thus lose their original colors, which naturally makes them harder to distinguish.
P.S. It’s also very annoying because the selection turns black (which is a bad decision by Steimberg that has been mentioned many times), so it’s no longer possible to distinguish between active selections and inactive notes.
(Note that the terms may be inaccurate, as they are a translation from the French version)