Gravity Forms doesn’t set any color for the drop downs (or other field types), that’s inherited from your theme styles. Also builders or other third-party plugins can alter the default styles for your form. You can confirm how the form is displayed using default styles by using the Preview button in the form editor screen.
Checking your page I see in fact that your theme is targeting several form elements, including the drop downs. So I would recommend you to reach your theme developer for a fix and prevent the issue happening again in future versions of the theme.