For the same reason the moon is red and not black: The earth's atmosphere is scattering and bending sunlight. Red light scatters the least, and ends up with the smoothest distribution once it's past by the planet, while bluer light scatters more frequently, and will be more effectively blocked.
Not that "more effectively" is not the same as "totally". This leaves the outer regions of the umbra receiving more light -- and less reddened light -- than the centre of the umbra.