Having different colors for the sources of donor egg and donor nucleus means that, if enucleation of the egg were not successful, it would immediately obvious from the color of the offspring. Dolly should resemble the donor of the nucleus (white).
Work Step by Step
Think about what could go wrong: the main thing would be for the egg donor's nucleus to still be present. That would lead to a black offspring. Having a white nuclear donor and having Dolly be white assures that her nuclei come from the white nuclear donor's nucleus.