I was thinking about this and why it should be and i think it may be that often people think that stain glass has actually had some sort of stain added or painted on to it. Well for proper stain glass this is certainly not the case. It's coloring comes from the molten manufacturing process.
Whilst it is still in its liquid molten state, different metal elements and chemicals are added to it. Depending on exactly which chemicals are added , once the glass has cooled it possesses a different colored hue. The process is highly specialized, historically the process to create this type of material was shrouded in secrecy by the craftsmen who developed it.