It is not color coding, it is wrong interpretation in editor.

When you type this:

    myDir = os.path.join( r'C:\RootOfAllEvil\', 'myfile.txt' )

then editor interprets the string as "C:\RootOfAllEvil', " and the rest of the line is broken (and \R is highlighted as invalid escape).

Obviously, Sublime Text has never heard of raw strings in python. For me it is unusable, as I do quite a lot of python programming.