No not really, at least not in the case of Group III synthetics. Group III synthetics by virtue of being hydrocracked have much less in the way of sulfur compounds and unsaturates. This makes it far more stable than a Group I or Group II base stock. This leads to less deposit formation even at moderate temperatures.
Synthetics of all sorts generally do not have "alot more additives" either. The extra processing steps to hydrocrack the oil costs money as do the much more expensive Group IV and Group V base stocks. For the latter the oxidative stability you note is mostly from the inherent stability of the base.
As for getting dirty at the same time, the color of the oil is largely irrelevant.
