I cannot see any quick way of getting around that dialogue. It is because the image is indexed colour and those are the available colours in the colour-map. Guessing the developers consider it an enhancement to stop users selecting an invalid colour.
The obvious - change the colour mode to RGB

Other ways, in place of FG/BG, the dockable dialogue Colors is like the older colour select, but you can select a none valid colour - shows with that little "out-of-gamut" magenta corner in the FG/BG colours.
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