Light interacts with colors and paint and will refract more or less accordingly. Because our eyes work through light capture, that's how this concept works for us.
I might wage that unless you're in said room it will be harder to realize this effect.
I would also say that this only effects perception and I guess a windowless room will need a lot of artificial light (just a guess though).
They are all the same, except that the color is different.
This is a marketing ploy by an interior decor site - it's just make-believe. Colors can't make things look bigger or smaller, as anyone who's seen colors knows.
For sure! But in this case the brain is being tricked because we benefit socially from going along with what higher status individuals say is true. This is the social illusion of marketing, not a perspective trick or an exploit in how the eye and brain process light.