sieve-mode as at Emacs 28.1 defines its colors ab initio.
This means they have to be themed by hand.
I think sieve-mode should inherit from font-lock-*-face,
as most other things do.

Here is a quick-and-dirty version I knocked out for personal use:

    (custom-set-faces
     '(sieve-control-commands ((t :inherit font-lock-builtin-face)))
     '(sieve-action-commands  ((t :inherit font-lock-function-name-face)))
     '(sieve-test-commands    ((t :inherit font-lock-variable-name-face)))
     '(sieve-tagged-arguments ((t :inherit font-lock-type-face))))