I can think of a few interesting ways to do this, but one way would be to have a layer that is set to multiply or overlay that is clipped to the landmasses that you can paint on so you can color different regions or territories. As it is now, you sort of have to either take the map to an external program and use an overlay layer to do this or use the roads tool to mark borders and paint the ground with the colors available (but this removes any details that were already painted or changes the style of the map which might not be the desired result)

I think having a way to easily color in political regions like how you see when you google "political regions map" would be well-used and well-received!