The textures are lost when moving models from Roblox to Blender. You can fix the materials, but using the base Roblox textures, there is no color.
This is what you should get when importing the model, all colors are kept, but not the material textures.
To fix this, go to the shading tab.
Select your object, and go to the Material Properties tab.
Find the material you want to fix, and click on it. You should then see the node editor on the bottom
Here, you can delete the Principled BSDF, and drag and drop the image. The Roblox textures can be found inside Roblox’s files, you can look up a tutorial on getting them, and they should be .dds files.
Then connect the Color of the image to the Surface of the Material Output.
And here is the result!
Its a very manual process, but its the only solution I’ve found. I still haven’t figured out color inside Blender besides manually making different color images, but it should be somewhere. After fixing all the textures in Blender, if you import it into Unity and fix all the textures AGAIN, you get all the colors back.