Hair Color Question

Before anyone calls me racist, let me go ahead and clarify this has NOTHING AT ALL to do with race. NOTHING AT ALL.

With that being clarified, my question is this. Okay, so as far as hair dyeing in the CFA dress code, it states "no unnatural hair colors," which in my interpretation would mean no pink, green, etc. Last week, a very dark skinned (non caucasian) co-worker/friend came in wearing a very long, very blonde wig. She asked me if she would get in trouble for having an "unnatural hair color." I told her just as an assumption, I would be more worried if they would allow a WIG, besides the color. The next day, she was wearing a short, very dark colored wig. I didn't ask her if she got reprimanded for the other one being blonde.

WITHOUT TURNING THIS INTO A RACIAL OR POLITICAL DISCUSSION, does anyone have any insight as to the "gray area" in the "unnatural hair color" rule? And not just a dark skinned person with a blonde wig, it could also mean a very light skinned person who dyed their hair jet black. What's your opinion?