Why does system color command trigger ANSI escape sequences on Windows?

Question

To display styled text in the console on Windows, I use escape sequences.

print("\x1b[4m" "Underlined Text" "\x1b[0m" "\n")

When I just print out this text, the text in console looks something like this:

←[4mUnderlined text←[0m

But when I execute system color before:

system("color")
print("\x1b[4m" "Underlined Text" "\x1b[0m" "\n")

The text becomes underlined upon execution.

So, what is the system color doing to enable ANSI escape sequences?