Sorry Thomas, but I think you're looking at - thinking of - something else, Dan's right, this behaviour should be expected and doesn't happen. I've checked myself just now. I think, though, this might be a language issue (although your English is better than my German). What Dan is meaning - I think - is that when you select an object, the palette doesn't update to reflect the object's colour, it remains on the last used colour - and he's right, it doesn't.
For example, I have just selected a yellow object in my project, but the palette still shows the last colour I used (a soft indigo) and I can't find this list you're referring to - do you mean the panel underneath the palette box, the one with the 'layers, character, paragraph and text styles' tabs…? Yes that does highlight there currently selected object, but it DOES NOT tell you any further info about it. If you've used many colours in a project - and particularly if you've used many shades of the same colour, there doesn't seem to be a way of reminding yourself what you've used where.
If you disagree with what I'm saying Thomas, perhaps you could post a screenshot so that Dan and I can better understand exactly what you mean.