Just for the record, all parrots (orange, blue, green...) are dyed (as are many fish) unless they're clear/gray. Bubble gum is simply a more elaborate version. A shop near here actually has some baby parrots before they're died if you wanted one.
Originally, someone in Taiwan, I think, bred them and has made a fortune off them, for obvious reasons. They can't close their mouths because of the fact that they're genetically engineered, and that was part of the result, but so I read on wikipedia, they compensate for this by contracting their throat muscles.
I personally weigh moral decisions of this sort in suffering. If it is apparent that there isn't suffering, I don't see a problem with it. But either way, that's why some object, the decision is up to you.