It may be the type of dye that is being used. The change in colour is actually usually a chemical reaction, so it is perfectly plausible that some will become more course or smoother after being dyed. Because the colour of the dye is related to the chemical present, it may affect the nylon a small amount, but the shade of colours itself may not have any relation (i.e Darker colours being more course) as it's all down to the chemical. It's alot like the colour of flames when you oxidise certain metals. For example Barium burns green coloured, while potassium, which is also an alkaline metal bur