I get it a similar aluminum color on my tires after riding on a KK trainer. If the tires slip I usually hear it squeaking and will wipe the tire off with a damp rag. If you think the tire is slipping try increasing the pressure on the contact roller.
I assume you're riding their aluminum rollers with resistance. I would put on your regular road tires for better traction. No reason not to. You'll have a little tire wear but nothing significant. Because the contact patch is so much larger on rollers than on a trainer, trainer-specific tires are not indicated. I have ABS drums on my rollers and over the years I've worn down the plastic a little. I expect you'll wear down the alu rollers a tiny bit over a decade.
My recommendation would be to use your road tires (or if you use soft racing tires everyday, something a bit more durable for all season use) on the rollers, and a trainer tire on the trainer. Like somebody else mentioned before the wear won't be as significant as it would be on a trainer with your road tires so you should be fine.