It's an interesting idea. I see a few problems though:
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The mex is still owned by one player in the sense that they can select, self-destruct, and reclaim it. It would be a bit confusing for only some of "your mexes" to be selectable, and possibly even more confusing to be able to select and command every mex.
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Players receive about 80 metal for building a mex, so there is still ownership in some sense.
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Everything is a team resource to some extent. Destroying your own stuff is griefing as the metal of the team was spent on it.
I really like the idea of a loadscreen explaining that mex income is shared (perhaps it could talk about payback too, idk) because there isn't a downside apart from the work required to make the loadscreen. Perhaps the description of mex could say something like "produces metal for the team"? Maybe the tooltip of mexes could include how much of their income is going to the team, and how much of their income is going to the player.
Overall I think complicating the use of teamcolour probably isn't worth the benefit of people possibly knowing that mexes produce income for them. Maybe if the teamcolour change were a toggleable option that defaulted to showing all mexes with the local player colour? I would then put this toggle in the basic settings so that people have more chance of finding it and realising that mexes have their own colour for this reason, but still enabling them to disable it.
