What causes this?

[Totina]

I also, found reference in the forums where dun was suppose to cause different colors in the mane/tail

Yes I've read that too but I don't think it has been implemented in the game yet. I know I have seen it in one of the "to do-lists" of upcoming updates where the dun effect in manes and tails have been one point alongside white markings and other graphical modifiers.

If the effect already was in the game I think it, first of all, would have been announced when it was released and it would probably be a more common trait among all the dun horses in the game. I have not seen any changes to the appearances of manes and tails in dun horses since the launch so my guess is that this is still on the to do-list and the effect we are dealing with here is something else.