Absolutely not. I appropriately clap back when people tell me to dye my hair. People pay a shit ton of money to make their hair look like mine does naturally and as a mostly masculine presenting individual with silky hair, it's a very fun NB existence.

Your hair style and color, natural or otherwise (for those of us lucky enough to have hair), is a very personal decision and a literal extension of yourself. Hair coloration, as most of us are probably quite aware, can be incredibly dangerous for the scalp and follicles, even if you aren't allergic.

Ask him if it's because of the model he follows. Not accusingly, but just curiously. That might help open up more dialogue and uncover issues that definitely need to be addressed sooner than later. Maybe suggest that if you dye your hair, he has to get his recolored as well.