There does appear to be some shift in color, indeed. I don't know how much can be attributed to the filter itself, or how much might be the fact that the camera cannot effectively white balance through the super-dark filter. But the shift in color isn't drastic in my experience, and if anything I'd relate it to the effects you might get with a 'warming' filter. Certainly the overall tones warm a bit, so you could manually adjust the white balance towards the cooler side to counter it. But in many cases, the warming is complimentary, saturating and deepening the reds and browns very nicely, making greens richer and less blue, and popping yellows and oranges. I will have to try with a solid or vivid blue subject or sky to see what affect the filter has there - in my other examples I didn't really have too much blue sky or another blue subject. Skies are a handful to try to meter properly with the filter too - the first shot I took of Mission Space was too blown out, so I had to back off the long shutter times a little to pull the sky back into the blues again.
Another side-point - if you have a camera that is IR sensitive, this filter does a nice job of cutting out visible light and can help produce IR photos; I bought the filter originally to use with my F717's night vision mode (which removed the hot mirror for IR sensitivity) to take daytime IR photos!