Oda revealed the reason why Sanji is the only sibling to inherit his parents’ hair color.

D: “Oda-san, hello!! Vinsmoke Judge and Sanji’s hair are yellow. If this is so, why do the four remaining Vinsmoke kids dye their hair when they were little? Or was it caused by the Lineage Factor?” -from Kunlun Pretzel

O: “This question is from overseas, huh. Certainly the brothers having different hair colors is odd, I guess. You’ve already given the answer. This is because of the manipulated Lineage Factor. Sanji was the only one not affected, so he and his father have the same hair color.”

The children of the Vinsmoke Family were genetically modified by Judge, specifically for the purpose of creating elite military commanders who would lead Germa 66 to achieve Judge’s ambitions. However, Sanji was labelled a ‘failure’ early in his childhood, after exhibiting behaviors undesirable to Judge and consistently being outperformed by his siblings in physical tests. These modifications are the reason for the Vinsmoke siblings’ different hair colors. Sanji is the only sibling to inherit his parents’ hair color due to the modification’s failure on him.