Apparently Flash is detecting that you made some sort of significant change to the shape in addition to changing the fill color. Make sure that you haven't made any changes to the actual shape itself (in this case). I did a few tests, and all I did was create a few keyframes, all with different fill colors, clicked the original keyframes, and Shape tweened them, and they all worked correctly with no strange morphs.
You might want to start off with a clean document for at test and try with like a square or something and see if it works there. If that doesn't work, try retracing your steps to see if you did anything that would make it morph thus.
Hopefully this helps...update us if you figure it out 
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