I'm just gonna second what SavannahLion just said, but with a picture.
You can have RGB leds, you can have two color leds and you can have single color leds connected, and mix it as needed.
If you have RGB leds on all buttons, regardless how many pins you use, will make it more convenient when programming the sequences/animations (in order to get the right colors).
I.e. if the Exit button only have the red pin connected you can have a red light in the animation and so on.
The other two pins for a second button could then either be red and blue, red and green or blue and green. Just give it a thought what kind of color combinations you would like.