Equipping armour removes dyes
It’s intended behavior that the dye colors stay with the armor. It’s inconvenient for leveling (as you noticed). However, it’s better for those of us who have L80s with multiple armor sets: I spent time coloring one set for dungeons and another set for PvE exploration; I don’t want to have to be stuck with one scheme for both.
Be nice if it was an option, except that’s probably costly in terms of development time.
John Smith: “you should kill monsters, because killing monsters is awesome.”
I think this implementation came about once we had a Costume slot, so that changing from armor to costume would neither dye the costume in armor colors, nor leave dye slots empty when moving back from costume to armor.
Thus, for many, a welcome change. Good luck.