That happens when:
a) You pushed the REMAP TILESET PALETTE BUTTON!

b) You had the colour in your palette but never used it in your tileset, JCS erases those palette entries to make space for the extra colours it uses that arent in the Jazz2 palette (eg that white line of light that follows your character)

It's true that paint users need that button because they can't manually enter the Jazz2 palette themselves. But please oh please, DON'T TICK THE BOX!

*thinks back to the terrifying days when he used to not know what it does*

...oh come on, even Dethman told you people not to push it back in his tileset making tutorials in J2C ;b