First, we need to get away from concentrating on the tentacle color in the first picture. RBTAs will often exhibit highly flourescent "bright" tentacles when the anemone is shriveled/shrunk/deflated. Although pretty bright, the first pic looks normal to me - I wouldn't use it to show evidence either for or against dying.
Second, pink bag water really, really strongly indicates the presence of dye. A few years ago there were a bunch of RBTAs being sold that turned much more brown once they were settled in. The belief at the time was that the importers were dying them more red to make the sale, and the anemones were returning to their normal color over a period of a few weeks. Unlike the yellow-dyed sebaes, this reddening of red/brown RBTAs didn't seem to affect their health (ie, most anemones survived).
You're in a hard spot. Anemones can change color somewhat due to differing tank and lighting conditions, so it might be next to impossible to "prove" that your more brownish anemone a month from now was originally dyed by the seller, but based upon the bag water color, that woudl be my suspicion. All you can really do is take some pictures now, and take some more four, six and eight weeks out and compare.
Kevin