Quality Matters. Not all colored pencils are the same. Cheap colored pencils tend to have harder wax leads and less pigment which mean they produce less vibrant colors and have a tendency to leave some white spaces uncovered in the grain of the paper. Because the lead is hard, cheaper pencil leads often have a tendency break and if the lead breaks throughout the length of the pencil you can be left with something that is unusable.
This art therapy trend has yet to hit America, but because publishers have found it immensely profitable, it's probably only a matter of time before you find yourself shopping for a new box of crayons. And hey, why not? Coloring is a fun and joyful activity that is a much easier way to reduce stress than, say, dragging yourself to the gym. It just might get awkward if your friends find your completely finished Benedict Cumberbatch coloring book.