OP, I'm in the middle of planning my wedding as we speak. It's a gigantic headache, and while it's my day, I still want everyone else to look nice. If that means matching dresses, so be it. If that means matching shoes, pedicure, manicure, eyebrows, and makeup, so be it. If that means I want everyone's hair to look the same, so be it. None of those suggestions are because I don't "accept" my friends as they are, but simply because I have a certain idea of how I want MY wedding, and I would hope that the people I love and trust enough to ask to be in the position of bridesmaid would be supportive of that. Now, the fact that mine isn't like that is a whole different story.
I can assure you that she got some pep talk on how to approach you to ask you this, and if I'm right, that just shows all the more that she cares about your feelings. If she didn't, she would have come to you on some "RAWR THIS IS MY WEDDING AND YOU'LL DO WHAT I SAY OR WALK GDI!" tip, which she didn't and was willing to compromise since it seems heat isn't your thing. You should definitely talk to her about how you're feeling, since I doubt she's a psychic. White people simply don't harbor the same feelings about hair as we do, and so while she may understand that this presents some difficulty for you in some way, she may not know the extent to which it bothers you. However, I will agree with the majority of the ladies in this thread that it's only for one day, and it's not that big a deal. I'd give you a hug, but my arms don't go through computer screens all that well :x
Oh, and to those saying the bride should have said something beforehand...whatever.
Honestly, I've got so much crap on my mind, I hadn't even thought of hair before reading this thread. I'm too busy fighting for a venue, and trying to get people fitted.