nil rainbow-delimiters-depth-%d-face during daemon's init

[Ambrevar]

I tried using the following snippet:

  (require 'cl-lib)
  (require 'color)
  (cl-loop
   for index from 1 to rainbow-delimiters-max-face-count
   do
   (let ((face (intern (format "rainbow-delimiters-depth-%d-face" index))))
     (cl-callf color-saturate-name (face-foreground face) 30)))

(From https://yoo2080.wordpress.com/2013/12/21/small-rainbow-delimiters-tutorial/)

Running emacs, it works perfectly. If I start Emacs in daemon mode however, it fails. I narrowed down the issue to (face-foreground rainbow-delimiters-depth-1-face) being nil (as well as for the 8 other faces).

Any idea why?