"Wipe into infill" not working  

RE:

I have to admit I rarely use wipe to infill as for many objects it does not lead to much less waste but comes with all new issues, especially when the exterior colour is very bright, darker infill will shine through. It makes even less sense when you are using super light infill density. I am not saying there can't be use cases for it but I have rarely seen one for myself.

Regarding your case, I am not sure what I ams seeing there. I suppose the perimeters were intended to be orange all the way through, were they? But they do look a bit fuzzy for regular perimeters. It would help if you upload the 3mf file.

What should happen with wipe to infill is that the infill gets random colours (whatever is needed) while the perimeters stay the correct colour (for that you do need to have perimeters though). The wipe tower will still be there and also needs to be used for the filament change itself and a tiny bit of wiping.