Is your feature request related to a problem? Please describe.
One needs to add CSS to be able to adjust the color of the caption.

Describe the solution you'd like
I would like to see a color select icon in the caption toolbar. Perhaps something like this:

Describe alternatives you've considered
Figuring out the caption css and then modifying that with the color I want to use for the caption.
Not sure how common that use case is, but color settings are usually in the block sidebar. So in this case it could be added there as well.
Yup, color for affecting the background and the text is in the sidebar.
I was thinking that for smaller cases such as a caption for single image and gallery captions (I am also thinking that other cases will show up) could be added directly into the caption toolbar. As the caption toolbar has the direct affect on the caption and is very localized just above it.
Use case is wanting another color for the caption text.
EDIT: Rephrasing...
I can not really think of any other block that has another toolbar inside it as the single image and gallery has for the caption toolbar. The caption toolbar can easily be adjusted for added features.
Not sure if that really clears up anything, as I am not finding the correct words to use I guess...:)
For now you can use https://wordpress.org/plugins/advanced-rich-text-tools/.
Thanks Ella!
Closing as there are no plans of adding this by default in core. This issue is also a duplicate of #10225.
@paaljoachim I've added text highlighting color options on EditorsKit plugin ( https://wordpress.org/plugins/block-options/ ) which is also working perfectly on captions. Here's how my implementation works :

That sounds very cool Jeffrey!
Thanks @paaljoachim! Really glad you like it :)
Most helpful comment
For now you can use https://wordpress.org/plugins/advanced-rich-text-tools/.