Xeramtheum, it might not have been dyed. If you get it in acid soil they turn blue. I have one that was pink when I purchased and when I planted it in my yard because it is around 15 evergreen trees it is a dark blue. Everyone always awww at the color.
I just purchased Forever and Ever Hydrangea and they said it is pink in rich low PH soil if it is planted in acidic soil it is blue. One side of the tag has a pic of the pink flower and the other side has the blue color. Sure enough it bloomed pink but next year it will be blue because of my acidic soil.