This is a tiny request, but it has annoyed me quite a few times so I thought I could ask for it.
When you type in a Hex number and click "ok" it doesn't change the color to that which you have changed, you have to click enter before you close it. But unless you click cancel, I think every change you have made in the colorpicker should be applied, the same way it does in Photoshop. I so often just click ok and end up not getting the change because of photoshop musclememory :)