The human skin is a series of living cells that can react to certain stimuli.

Sunlight damages cells in certain way, and cells react by producing more intense concentrations of melanin to defend themselves. In naturally sunnier, hotter places, people with darker skin naturally develop. This is why light-skinned humans developed in northern Europe and Russia, where sunlight is dimmer, winters are longer etc.

Skin pigments because it is filled with melanocytes, smaller cells that produce eu and pheomelanin.

Hair has these same cells, but only in the core and at the very base of the stem. A hair follicle is a complex strand of proteins, but cells from the skin up are all dead. They bleach in sunlight, because no new melanin is produced on the inside of the follicle itself.

It is because of living cells, too, that melanin in human eyes are also not sun bleached.