Weird colors in Mathematica 10.2

The answer is simple. Per default Mathematica reduces the opacity of the colors. Try the following:

ParametricPlot[{Cos[u], Sin[u]}, {u, 0, 2 Pi}] /. 
 Line[l_List] :> {{Red, Polygon[l]}, {Black, Line[l]}}

% /. _Opacity :> Opacity[1]

If you look at the InputForm of your graphics, you will notice a

FaceForm[Opacity[0.3]]

call right in the front. With this knowledge, you can simply fix it by calling:

ParametricPlot[{Cos[u], Sin[u]}, {u, 0, 2 Pi}, 
  PlotStyle -> Opacity[1]] /. 
 Line[l_List] :> {{Red, Polygon[l]}, {Black, Line[l]}}

I think using the 2nd argument of Opacity is a slightly simpler way to correct the problem than the methods given by halirutan, although those are perfectly fine.

ParametricPlot[{Cos[u], Sin[u]}, {u, 0, 2 Pi}] /. 
  Line[l_List] :> {{Opacity[1, Red], Polygon[l]}, {Black, Line[l]}}