What is troubling is not so much the colour of the breastplates (as if orange, blue, and yellow were their team colours) as the destruction these colours represented. Fire burns (orange), even to the point of consuming impurities (which can burn blue or yellow). This approaching horde is deadly.
17 And this is how I saw the horses in my vision and those who rode them: they wore breastplates the color of fire and of sapphire and of sulfur, and the heads of the horses were like lions’ heads, and fire and smoke and sulfur came out of their mouths.