There's two reasons these come as rainbow pieces of crap.
1) little kids fucking love colors. As a little kid, my favorite color was rainbow (
), and most of my friends had the same preference. The more colors on something, the more visually distracting it is. And little kids eat that shit up. You know how it says like ages 7+ on all the boxes? Yup. They're the target audience who has to beg and plead with their parents to buy them one - you probably have a job and will buy it anyways because of the minifigs.
2) Having the interiors of sets being rainbow colors gives you a MUCH greater color diversity when you do eventually take the set apart. I mean sure, I guess it'd be cool if all of my sets just came in shades of gray, but I wouldn't have nearly the amount of red or blue or yellow bricks as I do. When all those random pieces start adding up from all the random sets you get, you start having pretty good proportions of all the colors, not just the colors of the sets you got. Sounds like a winning deal to me.