OK, that’s just curves for some reason, but I see one thing - the object is a block instance… That’s probably the problem with the other ones. Block instances are strange objects that do not obey the same rules as normal objects as concerns colors and materials…
What you might try to do is select one of your objects and look in Properties. If it’s says “Block instance”, try exploding it. It may become a number of individual objects. On one of those, see if you can now change the material/color. If so, that’s the solution. You can group the multiple objects back together after having assigned materials.
Beware, there might be “nested” blocks, that is blocks inside of blocks, so you might have to do more stages of explode to get to the original objects. But once it says the object is a mesh, stop. You don’t want to explode your mesh object.
Let me know if this helps, --Mitch