The new document tabs and the old File Tabs tool window both share the same setting for modified color. Without going into details, this was the reason for the 2 separate settings (1 in Colors, 1 in Editing options). It can be done though.
Turn on 'Color modified document tabs' from Options>Editing>Editor Windows.
If you don't like the default red color, then change the 'Document Tab - Modified' element in Options>Appearance>Colors.
++rodney