Output of rofi -v: Version: 1.6.0
Output of rofi -help (in a gist, please paste the full output)
https://gist.github.com/wis/ba3fb19d39e5e141f5209426881d2a1f
rofi -mesg "<span color="red">actions:</span>" -i -markup -markup-rows -p "action" -dmenu
rofi -mesg "<span color="red">actions:</span>" -i -markup -markup-rows -p "action" -dmenuthe message text is not visible

the message text should be visible and red
like this, but the text "actions:" should be red:

(the command I ran in this screenshot is the same but with the markup removed:
rofi -mesg "actions:" -i -markup -markup-rows -p "action" -dmenu)
Additional details:
# Dark theme.
rofi.theme: ~/.cache/wal/colors-rofi-dark.rasi
# Light theme.
rofi.theme: ~/.cache/wal/colors-rofi-light.rasi
You commandline quoting is invalid and results in invalid pango markup (this is also dumped by pango on the terminal).
rofi -mesg '<span color="red">actions:</span>' -i -markup -markup-rows -p "action" -dmenu
this is not a bug, I forget to escape quotes, so rofi get the message text input as <span color= and rendered it to invisible text.
rofi -mesg "<span color=\"red\">actions:</span>" -i -markup -markup-rows -p "action:" -dmenu or
rofi -mesg '<span color="red">actions:</span>' -i -markup -markup-rows -p "action:" -dmenu works as expected.