She's actually naturally a blonde.
She's already played a character on Hercules as a blonde, but they couldn't get anyone else - two other actress had already been offered the part, but had to pull out. She was their third choice, but because she'd already played someone they had to change how she looked, sot hey died her hair dark. Then the character was very popular, Xena got spun off Hercules and it snowballed from there. She had to keep her hair died for a long time!
They did that a fair bit on those shows though. Like Karl Urban plays both Cupid and Ceaser, who are both frequently recurring characters. One is blonde the other is dark, sot hey get away with it.