Improvement: You can create colored labels for your rules now! The labels can then be applied to rules and used in all projects of your account. To create a label, you simply have to select the new button "Rule labels" that you can find in the rules toolbar. Once clicked, a pop up screen will open where you can see all your created labels. You need to select the button "New label" and then you can choose the name and color for that label.
Note: If you want to remove labels from rules you can select "Remove label from selected rules", but be careful, the label will be removed for all rules in all projects in your company!