Common anode RGB LED

I say use it as outputs because that is what you must do to output to a device.
If you have the pins as inputs all the current supplied goes through the internal pull up and the current output is very limited.
If you say it does not work when the pins are outputs you have something else wrong. To find out what it is we need to see a schematic of how you have wired it up along with all the code you are using.
What resistor values are you using?