I can’t say I’ve noticed this, but depending on the design, it might just be about ensuring contrast of different elements. Red contrasts a yellow crown and beige skin pretty well whereas blonde hair would blend with skin and crown, and brown isn’t as bad but isn’t great and doesn’t work with brown skin. Black works, but can be hard to do with any detail in a minimalist style or one using black outlines. This leaves, red, and grey (with grey being them more common option in my experience).