@Mor - Some people do have religious reasons to keep their beards. And some men with big beards just see it as a matter of pride. I could definitely imagine someone deciding they'd rather dye their beard to hide some grey hair or something.
There are even competitions for bizarre beard designs, although I think they go in more for shaping the beard rather than dying it different colors.
There are some amazing pictures of it floating around the internet if you want to have a look.