Hi,
I tried this in my design. You have to switch to the “Nets” tab on the “Appearance” window. There are your net classes, but they don’t get the colors from the schematic.
You can select the color by clicking in the “transparent” box in front of the net class name.
In the “Net Display Options” you have to switch “Net colors” from “None” to “All”.
Hope this works for you.