The colour picker that appears as pop-up in other pop-up windows, for example in the layer styles (i.e. when clicking the dropshadow or stroke colour field) does not display recent colours.
I often need a particular colour that I have as foreground or background colour to be set here and/ or any of the recent colours in my history. There is plenty of space in the UI to rearrange to get the history colours in there:
Also note that the current fore-and background colours are not displayed in these colour boxes, because they often default to black as colour, depending on the layer styles option.