I’ve often found myself wanting to add a color (and now gradients too!) to the global color palette directly from a color picker without having to got to the global color settings. Sometimes you play around with colors on a page and you want to save a color without having to go to the global settings.
This feature could cause issues when any user can just lump in a bunch of colors into a carefully created palette so it’s probably best to have permission options for this. Alternatively or in addition, user saved colors outside of the global color palette could be placed in a separate palette so as to not mess up the global palette.