There are very few cigar makers that
don't "enhance" their maduro wrappers in some way. I smoked a Padron 80th and my fingers looked like I ran out of toilet paper. Smoked an Anejo that did it too. On the other hand, I've smoked cheapo, pitch black bundle cigars that didn't stain my fingers.
I think it depends on the "dye recipe".
Also, I've found that some cigars will "absorb" some of the dye with time. La Floridita and El Mejor Espresso are 2 examples.
If'n it makes ya feel any better, they don't use shoe polish or anything to color the wrappers.