We shouldn’t rely on colour alone to indicate that something is interactive.
Take links, for example. Sure, you can give them a different colour to the surrounding text, but you shouldn’t stop there. Make sure there’s something else that distinguishes them. You could make them bold. Or you could stick with the well-understood convention of underlying links.
This is where some designers bristle. If there are a lot of links on a page, it could look awfully cluttered with underlines. That’s why some designers would rather remove the underline completely.