It is not exactly that the "highlight"-color changes but that the memo is not the focused control.
When an edit control (or, in fact, most controls) goes out of focus the color of the selection is "washed out" as a visual cue. This happens in virtuallly all OS/WM combinations.
You can test this yourself: simply <TAB> back and forth from the edit control to the memo to see the selection's color change.
AFAIK the only way to avoid it is to modify the Window Manager theme by hand, which I don't know how is done in MacOS, but I suppose you do?