On a Doylist level, I think it’s GRRM being inconsistent. Sometimes Targaryen features seem to be recessive – as with Rhaenrya’s kids with Harwin Strong – and sometimes they seem less so. Baelor Breakspear and his children resembled Baelor’s Martell mother, but his brothers all had the Targaryen look; on the other hand, the Martells kept their look after Daenerys, the Baratheons kept their look after Rhaelle, and so forth. (Incidentally, in the text, only the Baratheon hair color is noted as being dominant, not the eyes.)

On a Watsonian level, I think Rhaenys got her coloration from her mother Jocelyn Baratheon’s Velaryon mother, which either skipped Boremund Baratheon or Boremund didn’t pass down to Borros, or Borros didn’t pass down to whoever followed him, since as far as I know he only had daughters. (Which, incidentally is a pretty major gap in our understanding of the Baratheon family tree…)