Every area has it's own palette that it tends to stick to, but that's the point of separating the game into areas. It makes each one seem distinct.

Super Metroid does the exact same thing, it just splits each area into sort of smaller sub-areas that change the color palette. Personally, I think that's a worse strategy than Hollow Knight's since it makes each area seem unrealistic and it can be jarring to walk through a door and suddenly everything is purple instead of brown.

Sometimes when you go into an area, you won’t be able to get out because you don’t have the best stuff to defeat a boss or get out without dying constantly.

I have literally never had this happen. Most of the time you can't even get to the boss of an area before you have some relevant item. This most likely has nothing to do with you not having the best stuff. It's more likely just a skill issue, no offense.