most character's hair doesn't freeze, but yeah i've noticed that sometimes Kira's hair stays completely normal.

if u played da u would have noticed a few things. like hsuhao's heart glowing even when frost does fatality on him... i think some characters in mkd so have this prob also, just that kira has red hair, which is hugely dif from blue... which is why that fact stands out more.. kira reminds me of bloodrayne

You should try Frost's fatality on Mokap in DA, its realy weird.
First he dosent freeze, then he just turns blue, then he dissapeers!