I think most of us experienced this same problem when we first started taking astro-images. The process you are looking for is called de-Bayering. On color cameras each pixel has a filter (Red, Green or Blue) located over each of its pixels. These are placed in a specific pattern called a Bayer Matrix. SGP does not de-Bayer the individual pixels (convert the captured image to a color image that it displays) so you see a monochrome image. The color information is there, but SGP does not try to display it. A processing program will know which pixels to convert to Red, Green or Blue and can thus display a color image. Some programs do both, but SGP is an image acquisition automation program and does not try to do image processing tasks such as de-Bayering.
I hope this clears up a bit of the confusion.
Fred