I'm not doing it deliberately, I can tell you that much. "Colonialism" wasn't a thought in my mind when I designed my game.
Broadly speaking, colonialism is the notion that you can claim land or resources even though people are already living there by claiming that those people aren't really people. Oz is something of an interesting case in this regard. While all of Oz is ruled by Ozma, there are all sorts of small corners that either don't know or care about her. So a good chunk of the stories involve Ozma (or more often her friend Dorothy) going to a place and declaring "This is mine!" to people who have never heard of her, which sounds classically colonialist. But it often turns out that the people who live in these places are unique enough or powerful enough that they can resist her, at least on their home turf. Which means that these encounters are more about reaching an understanding than one side asserting dominance over another.
The Oz Point mechanic in Adventures in Oz actually encourages this sort of storytelling by encouraging players to befriend the strange creatures that they meet. There are combat rules and means of asserting dominance, but the real reward system of the game is Oz Points and friendship.