When I was a kid, I asked my dad about them and he said (not in so many words) that it was because sunlight and artificial light have different spectrums and they picked colors that reflect only the wavelengths that are contained in sunlight but not artificial light.
It was a good enough explanation as a kid but I've since learned that when he doesn't know an answer to a science question he makes something up that sounds good, so now I'm not really convinced. If it were a matter of the spectrum of the light, wouldn't some colors appear under incandescent light that don't appear under fluorescent light, or vice-versa? And why is it that there don't seem to be any natural things (that I know of) that exhibit this same behavior?
It seems to me, it would have to be that the ink (or whatever coloring substance) is specifically designed to react to sunlight--maybe chemically?--instead of just being in colors that don't appear in artificial light.
But I'm just guessing. (Like father like son?) Does anybody know how these work?