Do you always have to mix colors thoroughly?
No. You can mix them in many ways and get great results.
Mixing them in wet or dry you can stop at any point to achieve swirls of color or small specks of color through the clay. You can thoroughly mix the colors then gently knead it into white, stopping when you like the pattern.
Set a bit aside to dry then crush it and knead it back into the white clay for yet another look. You can add multiple colors dry or wet. I have scraped swirls off dry clay and pressed them carefully to keep the shape. There are no rules, so try anything.