My perception of this is that unnatural colors give a perception of detaching the person from nature. This is especially true for blue hair because it's so detached from appearing human or natural. It's perhaps a subconscious thing and somewhat related to how i observe "coming out" as gay vs as trans. Coming out as gay usually involves some kind of acceptance of yourself as you are where "coming out" as trans involves a full rejection of yourself as you are in place of an imagined avatar in your mind. It's almost a full rejection of biology and humanity itself. So many of them dive in with the very unflattering decorations on their body and I think it is like a full rejection of a human image so as to obscure their actual sex because they realize that they can't trick people into seeing them as the opposite sex. The unnatural colors are like a way to cope with an inability to force your human body to match the imagined avatar.

Just a bit of a theory.