^^Catching sunlight directly in space is not like tanning on Earth, it's a lot more dangerous since the radiation is unfiltered. At Mercury's distance, the power density of solar radiation is almost 7 times higher than at Earth's, so it would cause a sunburn within minutes, and it would be uncomfortably hot.
Consider also that Suletta couldn't easily tan her whole body on Mercury, since she spent most of her time inside the space station or Aerial's cockpit. Even during a spacewalk, only her face would have been exposed. We can imagine a large window on the space station that lets through just enough radiation for a comfortable tan, or just a simple tanning bed, but at that point there's nothing about being closer to the Sun that would give everyone living there a tan by default.
The short answer: Nadim and Ericht have a similar skintone to Suletta, while Prospera is just as pale after her time on Mercury as she was at Folkvangnir. It's genetic.