In the supermarket, brown eggs are often local eggs, from smaller producers. These will generally be much more flavrfull than white, factory-farmed cruelty-laden eggs. So with supermarket egs there might legitamately be a difference.
Lots of diff colors look beautiful together in the basket or in the carton. Plus then you can tell who is laying when, if you want to. These are the reasons many of us like diff color eggs. If the egga are home raised, they will all taste great, with no diff according to color.