To turn this off go to:
Settings > Display > Dark Theme Settings > toggle off.
@nickleb This isn't dark theme. Dark theme doesn't remove color. It used to be called Bedtime mode. It sounds like you may have the Sleep mode enabled. Check in phone settings -> Modes and Routines.
The other possibility is that something is triggering grayscale. This is found in phone settings -> Accessibility -> Visibility enhancements -> Color adjustment