http://health.howstuffworks.com/skin-care/beauty/sun-care/sunscreen4.htm When you get a tan, what is actually happening is that the melanocytes in your skin are producing melanin pigment in reaction to ultraviolet light in sunlight. Ultraviolet light stimulates melanin production. The pigment has the effect of absorbing the UV radiation in sunlight, so it protects the cells from UV damage. Melanin production takes a fair amount of time.
Ultraviolet light damages skin .. This is how your built-in protection mechanism protects your skin from sun burn. The darker colour (enhanced pigment) caused from tanning is actually evidence of damage to the skin.
The hair does not have this protective mechanism .. the sun simply bleaches and fade the colour .. much like you see on a painted surface that has been sitting in the sun for a long period of time. It fades.