I have an ex GF who ran those races. Those stains are a pain to get out and she would take a shower in which I would have to scrub the color off of her. Her hair was a very fair blonde and she would do the same type of scrubbing, multiple times, to get it out of her hair.

Using a leave in conditioner or even an olive oil cooking spray helped but then with all the sweat you just end up with it running down your head.

I've seen a lot of people run in "do rags" which seems to help that.

Additionally, most people don't seem to get too colored during the run. Yes, it can happen and you can get one of those really excited people that completely cover you in corn starch. However, it seems that the end celebration, where people get together in a crowd take their color packets and throw them up in the air is where all the color saturation comes from.