That's just how it works with 3D items created from shape layers. There is no such thing as actual two-sidedness. You have to duplicate the whole thing, scale the inside item slightly smaller and color that. Would be the same if you used e.g. CC Cylinder to face such stuff. If you need more control, you have to actaully model this stuff in a 3D program and isolate the individual faces with selections, splitting up the mesh or applying custom textures.