I hardly think that's true. Using this list as a guide, and just limiting it to comics characters, we've got...
I've noticed this. It's become a "thing" so examples are just more memorable even if the math isn't there. Keep in mind, that if it wasn't of statistical significance, less than 5% of race swapped characters would be originally redheads (assuming the percentage of redheads in real life and fiction are roughly the same). This my quick and dirty with some googling list for live action adaptations, not limited solely to comics. I'd need to spend way more time to figure out if this actually is statistically significant.
Jimmy Olsen (never portrayed as redheaded in previous live action adaptations, just the comics/cartoons)
Iris West
Wally West
The Little Mermaid
Cyclone (Red Tornado’s Granddaughter, in the new Black Adam film)
Hawkgirl
Josie, from the Pussycats (Riverdale)
Commissioner Gordon (red hair when young)
Barbra Gordon (she’s Dominican, to be released this year)
Alicia Masters (Strawberry Blonde, The Thing’s Girlfriend)
Little Orphan Annie
Alice Monaghan (Hellboy)
Triss Merigold (Witcher)
Ravonna Renslayer (portrayed as both blonde and redhead in the comics)
Lana Lang
Sort of related, but not technically examples:
Starfire (alien)
Zendaya’s MJ (different character)
April O'Neil got swapped in the 2018 cartoon, apparently, but I was limiting this to live action.