Well, just because all those countries (including the one I live in) have done it doesn't make it necessarily any good that any of them did - it's probably always at least partly indoctrination, even if not necessarily in support of any particular side, then still "war is cool!" indoctrination.
Because my older brother had them, I grew up with those weird little Victor wartime black-and-white graphic novellas - which were oddly homoerotic, as well as glorifying war. I kind of got off on the homoeroticism(!), but it was very tangled up in those books with a sense of the need for brotherhood/parenting which seems to draw a lot of people into the armed forces.
I'd have to see these current colouring books, of course, to be able to tell what I really think about them - but that description above didn't warm me to the likelihood of this 9/11 book presenting a balanced historical account of the proceedings. And even if it did so, I'd still be happier having kids of colouring-book age give war images a miss until their a bit older and can weigh the pretty pictures up against a more realistic account of war and what it does to people, whichever side you're on.