Echo is art created as a reinterpretation of someone else's work or maybe even a modification. Aya is art created in hate and disgust. Both of them lack a place of their own because people who's art is entirely dependent on others and whose artwork is done for the wrong reasons will never find a place next to those whose intentions are much purer.
The Void is your canvas and Color is your medium, it's your ideas, you hold it in your heart and let it out to change the world around you. The Nightmare is that place of no return when you realize that you can't actualize the beauty of your art.
They tell you this little Fridge Brilliance in game even. Every drop of Color counts. Never waste anything. What you put in affects what you'll get out of it. Put in too much Color, and you'll damage the Void.
Thus the reason why there is no "happy ending" is because everyone has their own interpretation of how art has to be, and what is beautiful in art.
This is an art game about art. That's beautiful.
Each of the Colors represents a bundle of traits and dualisms: Gold, the Color of trust and self-sacrifice (so, paradoxically, destruction); Azure, the Color of movement and speed (and, therefore, suffering and inevitability—or as the Brothers say, "approaching storm, bringer of death, searing whip!"); Amber, the Color of metabolism, consumption, thirst, aging; Emerald, the Color of defense, protection, resilience, emotional distance; Crimson, "furious, color of avengers and prophets, banner of the righteous, essence of blood" (I love the Brothers' battle chant); Violet, the Color of knowledge, cultivation, creativity; Silver, the color of chance, luck, danger.
Master Color represents life itself; he and the Sisters tell us that Color has no will of his own, that the various shades are at war, that they are all equally violent and uncontrollable. Color says that he constantly craves movement, that souls must go up or down—they can never stay in one place. Likewise, real life must inevitably move forward. The passage of time never stops. Just as the Void is irrevocably changed as we use Color, the decisions we make and actions we take in real life can never be reversed. The only consistent truth is entropy. We are all sharks, in a sense; we move, we consume, and when we inevitably stop—we die.
The Sisters each favor two of the Colors, and this combination leads to cognizable, distinct personalities. Ava, with Amber and Violet, is eager, domineering, creative, lively. She's an extroverted, relationship-focused team builder. Eli, with Crimson and Silver, is driven, focused, solitary, and aloof. She's introverted, task-oriented, and a little fatalistic. Ima (Azure/Emerald) suffers alone in her tower — surviving, despite her on-going torment, by dulling her emotions and burying her fears. She is a classic sufferer of depression. Ire (Amber/Gold), on the other hand, is experienced and bold. She exposes herself and her thoughts freely and easily to other people.
All of the Sisters represent a different personality type, a different way to look at and interact with the world. A personality, after all, is just the brush we use to make our mark on the things around us and on ourselves. A personality is both the lens through which we view the world and the main tool we use to affect the world. Master Color tells us that he passes into the Void through the Sisters. The Sisters tell us that they are our paint and the Void is our canvas.
The Brothers, unlike the Sisters and Master Color, demand that we stay still and change nothing. They are terrified by the prospect of "giving," by the idea of directly affecting the world. They insist that their Void is heaven; it is the best of all possible worlds. Therefore, the suggestion that the world can be improved, that life can change for the better, is not just wrong, it's insane. It's heresy. They are the doubts in life that delay us and crave inaction. Not a calculated inaction, not a strategic pause, but passivity for passivity's sake. To them, the highest virtue is to do nothing; their god, their home, and their heaven is "the Sleeper". Color — that is, life — represents an inherent threat to this stagnant perfection, and nothing is more offensive than using Color to create something.
As we move through the game, we change the world around us. We change ourselves, grow new parts, and learn new ways to interact with our surroundings. We pass Color, the essence of life, through our body, and we use that power to kill our doubts and fears and empower one of the Sisters. When we choose a Sister, we choose a world-view. The Sister represents our own personality, which propels us upwards and onwards through life. In order to choose a Sister, we need to find our one true heart — in other words, in order to select a personality and progress through life, we need to find and understand our true selves.