Teams like Australia, Holland and Italy doesn't change their kits from year to year, they're always yellow/orange/blue (home) at least, meaning they don't have colours that are not related to their flags, just because of merchandise sales (as Redz suggested).
However I do know that at least Australia and Holland in most, if not all sports, always use the colours seen in football (soccer). I think Italy uses blue for most sports as well, however I'm not entirely sure.
So I would just guess that these nations are somehow historically bound to these uniforms and have stuck to those colours, rather than the obvious ones. I don't know anything about the ties, but I'd guess Google could provide an answer.
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A quick Google search provided some useful answers
Holland: "Orange is the color of the Dutch Royal Family. The lineage of the current dynasty -- the House of Oranje-Nassau -- dates back to Willem van Oranje (William of Orange). But while the color orange has royal roots in the Netherlands, today it symbolizes a broader pride in the country and in being Dutch.
Perhaps the biggest display of orange national pride occurs on Koninginnedag ("Queen's Day"), the April 30 holiday commemorating the birthday the country's (former) Queen. You'll be hard-pressed to find a Dutch person who's not sporting the color on this day." (Yahoo Answers)
Italy: "We've answered this before, but here it is again in all it's simple glory: blue is the colour of Savoia, which as you probably know, was the ruling house of Italy from 1861 until 1946. Until then, the country's flag always had the Savoy coat of arms on it. It is only since the Italian Republic was established post-war that the tricolor has been the national flag. So now you know." (BBC Sport)
Australia: "On April 19, 1984, then Governor-General, Ninian M Stephen proclaimed "Green and Gold" as the national colors for the nation of Australia.
Dating back to 1899, the colors were first used when National Cricket Team Captain Joe Darling adorned green and gold caps and blazers for his team's English tour. Shortly thereafter, various Australian sporting teams began to drape the colors for International events, which eventually led into a full representation by the Australian sports community." (WikiAnswers)