Currently the "skinparam" for note also applies to rnote and hnote, which is a good default and should be keept.
However it is currently not possible to globally specify different settings for rnote and hnote using a skinparam instruction. The only way to get a different color for a rnote is to specify it at the note instance.
@startuml
skinparam NoteBackgroundColor #yellow
skinparam RNoteBackgroundColor #blue
skinparam HNoteBackgroundColor #red
A -> B
note over B: regular note in yellow
rnote over B #blue: rectangular note in blue
rnote over B: another rnote that should appear in blue
hnote over B: a hnote that should appear in red
@enduml