If I let the game sit long enough for the 'attract mode' color cycling to kick in, the PMGs get corrupted. All returns to normal when I resume playing, though.
Also, and unrelated, is the 'chase rate' of the deadly floor dots the same as in the original Bruce Lee? I seem to recall that in the original game (the Atari version at least), they were slightly faster than Bruce and would catch up if you didn't time things correctly. In Return of Fury, he can stay ahead of them.