Triangle color is not displayed correctly

Hey guys!

I am trying to render a triangle using UProceduralMeshComponent.
Even though I setup vertex colors, the triangle is rendered as gray.
I have rebuilt lighting.

int32 SectionIndex = 0;
TArray<FVector> Vertices = { FVector(0.0f, 0.0f, 0.0f), FVector(0.0f, 0.0f, 40.0f), FVector(0.0f, 40.0f, 0.0f) };
TArray<int32> Triangles = { 0, 2, 1 };
TArray<FVector> Normals;
TArray<FVector2D> UV0;
TArray<FColor> VertexColors = { FColor(255, 0, 0, 255), FColor(255, 0, 0, 255), FColor(255, 0, 0, 255) };
TArray<FProcMeshTangent> Tangents;
bool bCreateCollision = true;

ProceduralMeshComponent->CreateMeshSection(SectionIndex, Vertices, Triangles, Normals, UV0, VertexColors, Tangents, bCreateCollision);

What could I be wrong? Do I need to set a material for the vertex color? I am not able to find one in the documentation.