Porous filament will have a bigger moisture sensitivity. It would probably need a thin coat that soaks into the center of the filament when heated.
An alternative to a porous filament may be to have a powder absorb the color and then be melted into the outside of the print. Yet another would be to mix the color into a resin that binds with the print. Mind you, I have no idea if any of these notions are sane/practical.
Instead of shelling out $3-3500 for this printer for the occational “needed” full colour print you get quite a lot from shapeways before you’ve spent that ammount of money: Price $3.00 handling fee and $0.75 per cm3. Not including shipping cost and avilability though… and the fact that you could set up your own full color 3d print shop through 3d hubs 
@Bjorn_Ringholm Not convinced that the filament needs to be special – try colouring a white PLA print with a sharpie – it seems to take on the colour well. (Yes, I know that’s on the surface, but it stains the PLA very well – not something you can then wipe off.)
@Mark_Wheadon Hopefully that is correct. I have experimentes with inking both transparent and white filament. Both with pens and ink. I posted a pen holder at thingiverse (if my memory serves me correctly) years ago. Maybe I draw the wrong conclusion from the information on the XYZ preorder page “XYZprinting’s new material - CPLA (Color PLA) allows for the absorption of inkjet droplets, which is what makes the da Vinci Color able to print full-color prints”?
@Mark_Wheadon Found it 
@Bjorn_Ringholm XYZ are in the business of selling proprietary filament etc. so I guess they would say their special filament is required whether it is or not – it’ll be interesting when someone hacks their printer to accept standard filament.