Are you still having this issue?
My guess is that one of the examples is using the “semantic highlighting” feature to let the language server determine the highlighting of the code. That feature was added to the ocaml-lsp language server in a previous release, so the other example may be using an older language server without semantic highlighting support
You can try enabling/disabling semantic highlighting in VS Code to see if it solves your issue. Either edit the editor.semanticHighlighting.enabled
setting in your settings.json
or use the settings UI: