Probably a disguise? Black Widow is blonde, Cap has a beard, Vision is…well. It’s not a great disguise, but it’s probably more for the audience, so we get the sense something’s not quite right, and so that when these characters are back to normal it feels more satisfying.
It might just be that they prefer red hair, and feels it emphasizes the “scarlet” part of her name. It happens occasionally in the comics, and CW Wanda has notably lighter hair than AoU Wanda.
We do have a little bit of indication that she will have brown hair again in A4, which I mentioned here.
Those Celestial Bodies 