As in Yuyuko's article in PMiSS, which states that Yuyuko has a different hair and skin color since her death, then it could be the same for Yuri: Her hair color changes after she died, ascended to Heaven and became an angel.

Yuri's hair color changed to pink not because Megumi recognized her as the sister of Yuyuko (who also has pink hair), but because due to the attribution of her Pneuma Core (her Pneuma Core (before she become an angel; after she become one, the inner part (which is the second color of her Pneuma Core) changes to white)) is pink and red in color; and pink (rose) represents "happiness"; similar to how the Angelic Triad's hair color is somewhat tied to the color of their Pneuma Cores (Megumi having a blue and white Pneuma Core; Yoshika having a magenta and white Pneuma Core; and Ritsuko having a maroon and white Pneuma Core)). (If you want to know more about the attributions of Pneuma Cores based on color, I will make an artwork explaining that later (basically Pneuma Cores is a concept in my game series influenced by that of the SOUL from Undertale, so they are usually visually represented as a certain shape and are colored, as well as their attributes are tied to their color))

Anyway, I will do the official artwork of Yuri based on the prototype soon!