I don't see any reason to assume this. And let's be clear, it is an assumption. If we tested IQ by hair colour we'd group all black people and Asian people and dark haired white people together. Would there be a statistically significant difference between that group and redheads, say? Or blondes? Who knows?

But that's the point. We can't say for sure because this research hasn't been done and almost certainly never will be. Most people would be quite comfortable saying that testing IQ by hair colour would be a stupid waste of time. Yet sadly, for skin colour, some people think it's meaningful.