She's actually indifferent to it right now! Initially her memories were very heavily focused on her red hair drawing attention to her and being a BAD THING, so she didn't like it. She even had Mau sew hoods onto her outfits so that she could cover her hair! But as time went on, she calmed down over it a bit. People in Aather didn't seem to take it as a bad thing--when they mentioned it, they'd always say it was pretty. And her memories after that didn't show anyone giving it any special attention beyond...uh, getting kidnapped for it a few times. And she figures she's already been kidnapped by the Personae and no one has a reason to kidnap her here, so disliking her hair was a waste of energy. Sometimes she gets a bit ruffled when people mention it; she got REALLY UPSET when Church first arrived and dropped cuss words left and right about it. :'D She was actually starting to really like her hair before that so GOOD JOB EFF. But she won't actively hide it or feel overly embarrassed about it like she used to.
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JET'S SOTU WITH HER TEAM.