The conclusion of this thread, and the initial question presented in the thread's original post, misunderstands the subtext of the
Girl from Nowhere episode in question.
During the episode
Liberation, Pantanawittaya was a boarding school that was very archaic and oppressive, causing the screen to have a grayscale filter effect when Nanno entered, whereas the screen initially did have color on-screen at the start of the episode, therefore the world already had the concept of color and Nanno didn't introduce color to it. However, the grayscale filter didn't leave after Nanno had defeated and exited the school, because, according to her: "No matter how this story ends, white, black, or any color... Who's right, who's wrong, or who's better than whom? Can we really decide in this gray world?" This basically means that defeating Pantanawittaya was futile because all of humanity is run by rules that can easily be used to oppress people despite the rules being meant to help a common good, and humanity causes injustices all the time despite having created justice in the first place. Due to this being a social commentary about how rules being too oppressive in society can make people depressed and how the appeal to tradition fallacy can have terrible negative consequences, the "world" has the context of referring to planet Earth and humanity that is dominant on it, not referring to the "dimension" we live in. The word "dimension" was never used verbatim and it makes zero sense for that to have been the intention behind the word "world" that was used. The other students who left the school with Nanno were clearly expecting color to come back, because they were expecting to no longer feel oppressed and thus have color restored.
The reason why the world didn't remain grayscale during any other story is because
Girl from Nowhere is an anthology series, meaning every story exists in a vacuum and separate from each other, except Nanno is the same person throughout the stories she participates in as shown at the end of
BFF Part 2, and this somehow also applied to Yuri when the rivalry between Nanno and Yuri was introduced during season 2 and lasted throughout it. Nanno is implied to be able to be unbound by continuity, but this has nothing to do with the grayscale filter during
Liberation.
Girl from Nowhere being an anthology series means that, aside from Nanno and Yuri being exceptions, what happened during
Liberation stays in that story and has no effect on other stories.
Pantanawittaya doesn't have control over the universal concept of color, it has planetary CapCut filter ahh light manipulation, useless level reality warping, or something like that. Nanno having been able to defy the school's grayscale filter by applying bright red lip gloss, bright green bows, and bright purple hair dye to herself within the school is, at best, high priority light manipulation and/or a resistance to it. The more likely case is that it was simply symbolism that manifested in-setting for the characters to acknowledge, and Nanno was socially protesting the school's oppression. The headmaster's suit was bright red despite the headmaster not being a supernatural entity, so the color could've easily been symbolic for social power and autonomy. That's more proof that color already existed in Pantanawittaya, by the way. Nanno's accessories and Yuri's red bow having color were likely because those characters are experts at social influencing and they didn't let Pantanawittaya psychologically overwhelm them.