When two different colors of sheep are bred they do not produce a combination of the two parent colors. Instead it produces one or the other parent colors.
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@unknown If you are breeding two colors that can't be combined, then this is normal. If you are breeding two colors that can (e.g. red and blue), this is not normal. In my case though. I have been unable to get the combination of the two colors to work in Bedrock, thus this is a bug

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We're tracking this issue in MCPE-19862, so this ticket is being resolved and linked as a duplicate.
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Isn't that intentional? I have never seen this in any edition.