Light interacts with colors and paint and will refract more or less accordingly. Because our eyes work through light capture, that's how this concept works for us.
I might wage that unless you're in said room it will be harder to realize this effect.
I would also say that this only effects perception and I guess a windowless room will need a lot of artificial light (just a guess though).
They are all the same, except that the color is different.
This is a marketing ploy by an interior decor site - it's just make-believe. Colors can't make things look bigger or smaller, as anyone who's seen colors knows.