Actually, it can be changed, you "simply" have to edit some of the hairdye palette files. For every hairstyle, male and female, some different hair colors as well. Manually, unless there is a hairdye package out there in the world wide web somewhere. Yep, would take a long time to implement this small feature. Also, maybe the NPC could be coded so you can only choose between the black skin hairdyes when using a black skin clothing dye, but since the clothing dyes are unsorted... really, there are more important things currently.

Just wanted to throw in that it's technically possible!