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Dunno about the stainless, not had any issues with rust but they're not used outside. I think I prefer the basic not colourful ones, probably not an issue for occasional use but the covers do come loose, you also can't use the 2 or 3mm coloured ones for certain tasks where the bolt head is hidden as the fatter round part gets in the way, the 3mm pad adjuster on spyres and similar brakes and maybe the 2mm grub screw to fine tune the angle of Shimano front mechs from memory.
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I've managed without colour coded allen keys for over 40 years so I reckon that sleeve interference is reason enough not to buy a set and stick with the "boring" ones.
I'm going to get a set of the shorties for on the bike I reckon and just see how they go. So long as I remember not to put one in the feedbag pocket which has a fucking hole in it (why?!) I should be ok for a few years :)
Is it right that there's stainless and non-stainless Wera? The stainless ones would be neat for the on-bike set but I don't know if they do the short ones in stainless.
Although "The BlackLaser surface treatment provides outstanding surface protection, even against corrosion for long service life." so maybe the stubby ones won't immediately rust?
Are the non-colourful ones the same quality as the coloured sets, just cheaper?
ie.
https://www.ebay.co.uk/itm/320119227918
https://www.ebay.co.uk/itm/195781974846