Actually the only Istari who'swhose original color can be said to derive from his time as a Maiar, is Gandalf. It is flashed on the color he wore when the Istari were being chosen.
From "Unfinished Tales":
But two only came forward: Curumo, who was chosen by Aulë, and Alatar, who was sent by Oromë. Then Manwë asked, where was Olórin? And Olórin, who was clad in grey, and having just entered from a journey had seated himself at the edge of the council, asked what Manwë would have of him. Manwë replied that he wished Olórin to go as the third messenger to Middle-earth...
There may be another reason though. It could be because ash is grey in color. And so the grey of his robes is analogous to ash clothing the fire he has within him. As stated from this passage in "Unfinished Tales":
Warm and eager was his spirit (and it was enhanced by the ring Narya), for he was the Enemy of Sauron, opposing the fire that devours and wastes with the fire that kindles, and succours in wanhope and distress; but his joy, and his swift wrath, were veiled in garments grey as ash, so that only those that knew him well glimpsed the fire that was within.