I wonder if it's artistic interpretation or historical that these people were dressed in very drab clothing. The skirts have some color, but other than that, lots of black.
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This was an interesting question, I skimmed this wikipedia article about fashion in Sweden at the time:
https://sv.wikipedia.org/wiki/Mode_i_Sverige_1900%E2%80%931910
But it didn't really focus on colours....
I haven't found any specific data after googling for a few minutes, but perhaps I can offer some hints if we look at the normal winter fashion.
For as long as I can remember the fashion of Stockholm has always moved toward darker colours in the winter, I would not be surprised if it happened in the early 1900s as well.
My immediate thought was that the clothes seen here are outerwear, winter jackets, coats and other warm clothing that you remove when you get to your destination.
It absolutely makes sense for the upper classes depicted in these to wear a more drab outer layer that protects the finer layers inside.
Thanks for looking into it! I bet that also made more sense when clothes were much more expensive, even outerwear.