This is one of those articles I feel like I shouldn’t have to write. No creature should eat artificial colors, period. Having said that, there’s a ton of research into the hazards of artificial colors to back up my feeling.
The most unequivocal I could find is this one.
This review finds that all of the nine currently US-approved dyes raise health concerns of varying degrees. Red 3 causes cancer in animals, and there is evidence that several other dyes also are carcinogenic. Three dyes (Red 40, Yellow 5, and Yellow 6) have been found to be contaminated with benzidine or other carcinogens. At least four dyes (Blue 1, Red 40, Yellow 5, and Yellow 6) cause hypersensitivity reactions. Numerous microbiological and rodent studies of Yellow 5 were positive for genotoxicity. […] The inadequacy of much of the testing and the evidence for carcinogenicity, genotoxicity, and hypersensitivity, coupled with the fact that dyes do not improve the safety or nutritional quality of foods, indicates that all of the currently used dyes should be removed from the food supply and replaced, if at all, by safer colorings.