I suspect that this is unknown behaviour and therefore undocumeted so well spotted.

Certainly you would expect the first and the third rectangles to be the same (transparent) and looking at the source code for PGraphics where the color calculations are performed it is not obvious why they should be different.

Unless someone else knows different you might consider submitting it as an issue

I agree that this is strange... and there is only a problem when trying to use a color datatype.
Here is a work-arounnd, although not desirable:

1. fill(red(col1), green(col1), blue(col1), alpha(col1));

At first, it's unexpected.
But when thinking about how colors work in processing, i found it to be logical.

Colors are just stored as 32 bit ints. And color() is a helper to fill this integer with the proper values.
So these lines do actually the same:

1. myCol = color(0, 0);       // 0x00000000
   myCol = 0;                     // 0x00000000