GUI.color.a in C#

Here is where you learn that the documentation has been lying to you, and that some variables are actually not variables but things called "properties".

Properties are accessed like variables, but they actually call functions which get or set values. In the case of GUI.color (and any property that returns a struct), you don't get access to the original colour of the GUI, but rather you get a copy of it. Changing the alpha component of the copy does not affect the actual GUI.color. Instead, you have to separate copying the colour out, modifying it, and copying it back in.

This may seem convoluted, but Javascript actually does the same thing. UT built a shortcut into the compiler so that beginners weren't exposed to the complexity of the process, but there is no such shortcut provided in C#.

You might ask (quite rightly), "why am I using C# if it just requires more lines of code to do the same thing?"

The answer has two parts. First, C# doesn't always take more lines, and there are cases where it takes less. Second, by not using shortcuts, C# gives you a better understanding of what you're doing. C# has other advantages which aren't related to UT-provided shortcuts, but I won't go into them here.