Lore items should be able to be dyed. The whole purpose of adding more modable gear and dyes in the first place was to give us options so we wouldn't all be running around looking the same. Lore items are merely replicas of the real thing anyway and the average player wouldn't even notice or care about the difference -- *gasp* the horror!
As was pointed out, there are already many lore breaking things in the game, such as the white crystals and dozens of other color combinations that make no sense other than to look cool. Lore sets can already color matched to the chest, so at the very least let us dye chest pieces. Throw us a bone here, BW.