As a quick explanation: all bound states are color-neutral. The intuitive reason is that the strong interaction is so strong that it would pull any color-charged particles together. (Because the strong force increases with distance, you can't get around this by spreading out the charged particles, as you can with the EM interaction.)
Since there are 3 colors, you can either achieve a color-neutral state by combining one quark of each color, which gives you a baryon, or a quark and an antiquark of the same color (e.g. blue and antiblue), which gives you a meson. Any combination of more quarks or antiquarks that works out to being color-neutral, such as the hypothetical pentaquark, can be broken down into some combination of baryons and mesons, which means that such a particle would probably naturally decay in that way, if it could even exist (which there is no evidence for).