That turned out to be mostly a myth too. The Belgians introduced it into their records, formalizing the division, because keeping records is what colonial powers and European administrations in general do and subsaharan Africans generally didn't. . But the Tutsi are a different ethnicity, their origins are more Northern, they lived in different communities for a large part and they even look different.
Why not? They also could have said 'we're free now, we are going back to living happily together like we did before.' But they didn't because of their religions.
In general about colonial rule I don't think there's much difference for the subjected between colonial rule and other imperial or just exploitative rule there usually was before. It doesn't really matter that the rulers came by ship other than that resources that were useless became valuable because elsewhere on earth people wanted it and produce and products got much higher prices in wealthier Europe than locally. So the profits made by the colonials don't equate to the losses of locals.
What dinstincts European colonialism is that they had double standards for the colonies. Ethically and morally they were much further than they acted in the colonies. For example contrary to most of their contemporaries they knew very well slavery was wrong, hence it already had been abolished, at least in Northern Europe. It might not have been that alien to the British with their class system, they kind of just shoved the non white people underneath, but still they did not live up to their own standards overseas. Anyway, I don't feel like defending British colonialism, I just don't agree with religious extremism as some force of nature, a inheritance from colonialism or in any other way a given. It's a choice people make based on their religion and they and their religion are responsable. It's not something that happens to colonized atheists and it is something that happens without colonization.