You cannot directly use the color argument because the histograms are divided over several axes.
A workaround may be to set the color cycler for the script, i.e. specify which colors should subsequently be used one by one by any function that plots anything. This would be done using the rcParams of pyplot.
plt.rc('axes', prop_cycle=(cycler('color', ['r', 'g', 'b','c'])))
Full working example:
import seaborn.apionly as sns
import pandas as pd
import matplotlib.pyplot as plt
from cycler import cycler
plt.rc('axes', prop_cycle=(cycler('color', ['r', 'g', 'b','c'])))
titanic = sns.load_dataset("titanic")
gdf = titanic.groupby(["survived", "sex"])['age']
ax = gdf.plot(kind='hist', legend = True, histtype='step', bins =15)
plt.show()
