From documentation for %PUT
The %PUT statement displays text in different colors to generate messages that look like ERROR, NOTE, and WARNING messages generated by SAS. To display text in different colors, the first word in the %PUT statement must be ERROR, NOTE, or WARNING, followed immediately by a colon or a hyphen. You may also use the national-language equivalents of these words. When you use a hyphen, the ERROR, NOTE, or WARNING word is blanked out.
Works for "regular" put and putlog too.