Generated inner pockets on the model with colors

Hi!

Could someone please tell me if there is a way to get rid of Inner/ Outer walls pockets on multiple color prints?

I have this cube with 0 infill, and if I slice the file, it generates an expected result of an completely empty cube.

But if I add a color to the cube, it generates these pockets inside the mesh, but I want the cube’s interior to be completely empty as well.


Is this a limitation of the Hardware/Software, or am I just missing a setting?