I am finding out that nothing in this industry is done ONE way...
I've heard some hatcheries inject dye into the eggs just before hatching, and some hatcheries dye the chicks after hatching.
I've also seen vaccinations for Marek's done at least 3 different ways, so there is no ONE answer for you.
It is obviously intended to increase the cute factor and encourage people to buy baby chicks as Easter presents for their children.
This is quite controversial on this board and you will hear very convincing arguments both for and against it.
The hatcheries generally say that since these are usually males of a production egg-laying breed taht would otherwise be culled immediately after sexing that this at least gives a few of them a chance at life.
The folks opposed to it say that it encourages irresponsible people to take home baby chicks that they have no idea how to take care of, and/or no intention of raising to adulthood, and that these birds are often consigned to a slow death by any number of causes, including hunger, thirst, hypothermia, or simply being killed.
Personally I tend to lean more towards the first argument, but definitely sympathize with the second... I would never buy them, but they are cute, dangit!