It's these sort of things that bring about funny ideas to me.
If I were to bring out creative ideas as to why their hair colors are the way they are I would say;
It wouldn't be shocking to see Zaunites and Pilties use chemicals to change their hair color.
Zaun is filthy, so character having their hair bleached for chemicals wouldn't be uncommon.
If you don't want to appear as Zaun, maybe they would dye their hair with other chemicals.
I think it's safe to chalk
down to that conclusion.
I would assume Fiora's hair to be a statement of her rejection of House Laurent's old ways.
It's safe to assume that Evelynn's hair is probably a result of her heritage/origins as inhuman.
Morgana's hair is a similar strain as Evelynnn. If you look at her Exiled skin you can see that her hair was originally a golden blonde color (The same color as Kayle's actually).
Her Magic is of a dark purple color. You could assume the dark magic she uses has corrupted her body.
Varus's hair could be a case of Marie Antoniette Syndrome, or because of the corruption.
Elise's hair color could actually be natural. Vibrantly red hair of that shade is possible, it is however more common in people of African Descent.
Lastly we have Caitlyn, who's hair is more then likely an Art choice then being literally blue.
When creating artworks, a stark black color needs to be avoided, as it can cause serious problems with colour composition in Artworks.
Take for example, Wonder Woman's hair is very often being drawn as blue in the comics books, despite it being canonically black.
It's as a result of colour restrictions and artistic choices that this is the case.
I'd say Caitlyn's hair is actually black, or a very dark brown colour, but has been coloured in her classic splash as with a blue shine to it, as to avoid having a dark void where her hair would be.
The same idea applies to her in-game model, where if you had a stark black colour, it would not suit well when taking into account the lighting of the rift and could appear very stark (League of Legends models are light on the top and darker on the bottom).
A few other champions fall into the same situation as Caitlyn, such as
and 