Apparently cheese from particular cows way back in the day was very yellow, and it caused other dairies to dye their cheese with annatto to fool buyers into thinking their cheese was as good as the cows whose cheese was yellow naturally. And this is why so many different kinds of cheese are dyed yellow today.
I suspect a similar phenomenon is happening with eggs. At one point in time, yolk color probably was a good sign of quality. But now it’s easy enough to fake it, so the correlation between color and quality isn’t really as strong anymore.
This kind of already happened with shell color. Used to be, commercial eggs, at least in the US invariably came from Leghorn hens, which laid white eggs. But local farmers often had Rhode Island Reds and other breeds who laid brown eggs, so farm fresh eggs were often brown, leading buyers to associate brown shells with high quality eggs. But now commercial farms are selling brown eggs in grocery stores and eggshell color is no longer a reliable indicator of quality. So it goes.