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No matter if reaction is taught or not, we can not state that it has no effect. Even superstitions can have an effect.
Colors are qualia, and they can vary from person to person.
Every person sees colors slightly differently. How is it, then, that reaction to colors is taught when it varies across persons?
In nature, bright red colours usually indicate danger. So, by nature, we are taught to be cautious when seeing the red color.
My mother loves red and I we love red as a cool color. I never reacted to red with anxiety or feeling of danger. And I also have no feeling towards any color, green is as much as relaxing to me that red is. So I don't think this is something that works for everyone.