Actually the statement "not all particles transform under SU(3)" could be misleading. All particles have a well-defined transformation property under SU(3)_color. Quarks for instance transform under the fundamental representation. Leptons belong to the trivial singlet representation, the identity, they are invariant under SU(3)_color rotations. Observed hadrons also are color singlet, this is essentially confinement. We can understand this property by hand-waving, but there is no definite mathematical, rigorous, proof of confinement.