It's been like that for a long long time. My khajiit has that same hair color and many crown store hairstyles drastically change it from that nice orange to a dull, grayed mess. Makes it hard to want to buy and use them on my khajiit.
Same thing we have with styles - you can use same dye, but you will have different effects on different styles. It's probably matter of texture properties set by devs and for some reason there is inconsistency with it.
Yes, my Bosmer has dirty-blonde hair, but some of the styles seem to omit any of the yellow in her hair completely and just makes it look reddish brown instead.