That may be many colours, but it doesn't appear white, does it? The nucleus stains nicely purple, and the cytoplasm is a greyish-blue. But that's the colour after the cells have been stained (in this case, probably Wright's stain). The term "leukocyte" dates from a time before cellular stains were common currency, and the only colour difference that could then be readily noticed, in unstained peripheral blood, was ... red (the 'erythrocytes') vs white (the 'leukocytes').
The name has stuck even though they aren't white by today's staining methods.