That'd completely ruin the aesthetic. The game's styled that way for the same reason many movies and TV programmes reduce the saturation, especially in the less happy moments. The drab colours help encourage a drab feeling in the player, setting them in the universe.
Obviously, not everyone's going to want escapism in a dreary grey's of a smoky London (or damp Welsh hills, or concrete Birmingham), but it's pretty much essential to the artistic style and mood of the piece. More colours would just clash. Yeah, it'd work as a computer game in the conventional style, but it'd be a very prosaic computer game rather than a (would be) novella.
Come on, if I made Victorian Gothic games, I'd have everyone wearing neon jumpers and have sunsets and lens flares all over the place.