Perhaps you bought yellow courgettes, not green ones.

Presumably because you bought yellow courgettes and not green. I take it from your surprise that you bought plants rather than seeds, and the plant label didn't specify...?

I assume you mean the courgette and not its leaves. if it is the leaves they need a good feed or a does of Epsom salts to re-green them. if its the fruit then answered by the others.

Courgettes that are not pollinated will turn yellow, then black, starting at the blossom end.