Titanium Dioxide is deemed safe by the FDA for supplements, foods, cosmetics, etc.
It is what makes the white part of a capsule white and if a brand is labeling in compliance with FDA law, they will list it. If you get a white capsule that it isn't listed on, then the company is not labeling their product in compliance with FDA law.
The amount of dye in a capsule is minimal. I get people avoiding dyes if they avoid them in all aspects of their lives. I don't get people avoiding the tiny amount in a capsule if they eat foods or drink beverages with them in them.
The reason that many people like colored capsules is to know what they are in their pill cases.
Great example, almost all new SNS products are white veggie caps and we get complaints about this because they all look alike now.