Some translatable strings include the punctuation, some do not.
Punctuation differs depending on the language:
http://www.wintranslation.com/2010/08/12/dtp-punctuation/
http://en.wikipedia.org/wiki/Punctuation#Other_languages
So it has to be included in the translatable string for proper translation to be possible.
example: In Greek, the question mark is written as the English semicolon, while the functions of the colon and semicolon are performed by a raised point (·), known as the ano teleia (άνω τελεία).
Therefore, having the colon (or any punctuation) outside the translatable string will render a wrong translation.
Some languages will even formulate the sentence differently if it's a question or affirmation, while some languages just make the difference with the punctuation. If the translator does not see the punctuation, he won't know how to formulate it if it requires a special formulation.
Some languages even add punctuation at the beginning of the sentence, a good example is the Spanish interrogative form where you have an upside-down question mark at the beginning of the sentence (and a normal one at the end).
Concerning the colon, in French we have to put a space before the colon. example:
In English: <- It's that way
En Français : <- C'est comme ça.
If the translator does not see the colon he can't guess he needs to add a spacing, and if the target language uses a different character, the colon will simply be wrong.
A pass on all translatable strings should be done in order to check the punctuation and move them from outside the translatable string to inside when the case is met.
nice background info!