It's not like you can expect to grab other people's random pubkeys and do things with them and have anything but doom come of it.
Sure, you wouldn't want to do that with random scripts in the blockchain.
On the other hand, colored coin techniques allow you to know if the recipient of certain utxos has indicated a readiness to participate in Diffie-Hellman payments due to the fact that they've handled the outputs in a manner consistent with the color rules.
If one of the coloring rules happens to be "outputs of this color must be stored in pay-to-pubkey or pay-to-multisig outputs", then you could have the colored coins represents shares, and use Diffie-Hellman to derive dividend payment addresses.
Doesn't even require OP_RETURN for any step of the process.