If you want all occurrences of a Component to have the same material assignment, you need to assign the material to the original part model. In other words, don't assign the material to a Component while working in the Assembly. Go back to the original model and assign your material there. When adding the Component to the Assembly, it will automatically inherit the material assigned to the part model.
John R. Baker, P.E. (ret) EX-Product 'Evangelist' Irvine, CA