Assuming that you used a dye intended for anodizing, and that you dyed at a temperature reasonably close to 140 deg. F (like +/- 15 deg. F.) you are seeing the classic symptoms of an anodize layer with a pore size that is too large.
What you describe is a pretty common error, it has nothing to do with sealing.
Anodic coatings that have excessive pore size adsorb the dye readily, but it rapidly leaches out in the pre-dyeing water rinse and/or the sealant bath. If the problem was an inadequate anodic layer thickness, a deep color cannot be obtained.
Excessive pore size is caused by one or a multiple of these:
1. Too strong an electrolyte concentration.
2. Too low a current density.
3. Too high anodizing bath temperature.
4. Indirectly; too long an anodizing time, where dissolution is widening the pores.
5. Indirectly; poor or degraded electrical connections, if constant voltage (CV) anodizing is used instead of constant current (CC). This can make the effective current density much lower than what you set it at.
When the pore size is correct; the work will dye readily, to a very deep shade. Very little dye comes off in the rinse or sealing, certainly not enough to change the shade any. What does come off is mostly dye left on the surface, not in the pores.
It is possible to continue anodizing the work after it is dyed, but not sealed. This isn't likely to "fix" the pore size problem, and you will get dye in your anodizing tank. Not good if you wish to use different colors.
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