Custom color palettes cannot be created on or uploaded to Tableau Online or Tableau Server. As a potential workaround, you can set the default color for dimension values in Tableau Desktop and then publish the data source. This blog post goes into more detail Default custom color palettes with Tableau Data Server
The Tableau website has an Ideas section where customers can add, comment, and vote on features they would like to see in the product. Votes are used to help prioritize new features. Our Development team also loves to see everyone's use cases in the comments, which helps them better design features that will meet the most possible needs.
I couldn't find an Idea on this already. I recommend creating one and then posting it in this thread!
Hope this helps