Why do you dye your hair? Maybe you dye it to enhance your natural hair color. Maybe you dye it a completely different color for excitement or to be fashionable. And then, like me, you might dye your hair to look a few years younger (ie. cover the gray).
Gemstones are frequently dyed, too. Sometimes they are dyed to enhance their natural colors. Sometimes they are dyed to look like another gemstone.
Sometimes they are dyed to give them a very different color for fashion purposes.
When buying loose gemstones to make into jewelry, be sure to look for the information indicating that the gem is natural, treated, stabilized, or dyed. These enhancements are not necessarily bad, they simply improve the appearance or stability of the stones. The gemstones are still genuine gemstones, but they are not natural. It’s important to remember that the treatment might have improved their appearance but it does not turn them into a higher quality or more valuable gem.
How are gemstones dyed? The Gemological Institute of America explains it best in their article: An Introduction to Gem Treatment.
Be aware that lab created gemstones should be labeled as simulated or synthetic. They are not genuine gemstones in the same way that a wig is not your real hair.