All the pure saiyans are black haired, so Gogeta SSJ4 have to be black haired too. He appeared for the first time in the 60th episode of Dragon Ball GT. This Dragon Ball series isn't part of the original main story.
So, it's probably a mistake due to the studio who produced this episode and does not respect the rules instantiated by Akira Toriyama in Dragon Ball Z because mistakes are commons in Dragon Ball series (Vegeta scooter's red-haired too, Vegeta's mustache, blue-haired Broly, ...)
Source: http://dragonball.wikia.com/wiki/List_of_inconsistencies