Melanin is a natural pigment that gives your skin its color. It's produced in cells called melanocytes, either in the top layer of the skin (epidermis) or the outer layers of the skin's second layer (dermis). Melanin is then transported to the surface cells of your skin. Normally, melanin is distributed evenly, but sometimes melanocytes grow together in a cluster, giving rise to moles.
In general, the more melanin present, the darker the hair color; the less melanin, the lighter the hair color. Considerable differences in color and texture exist between individuals of similar ethnicity.
This question was posted and answered on Yahoo about 3 months ago.
The answer then was....
"Probably because a mole is a deposit of melanin - color in the skin - so if you have a hair growing out of it, then it's probably going to have a lot of melanin in it, meaning it will be darker in color. Hair and skin go hand in hand. The more melanin, the darker they'll be."