Maybe TamTam, decided he wanted to keep his job so he shut his mouth. Also for a team that said "Not in a million years." They were sure quick to give us a classic Dante skin
People are looking into that scene a bit too much. That's Dante's personal opinion; his attitude supports the idea that he wouldn't want to wear a white wig. He says "not in a million years," but it becomes obvious right after obtaining Devil Trigger that he's going to end up with white hair after all. It's clear that it was always a joke and never meant to be taken seriously.
See, I think it's more a jab at the old Dante and not a joke.
The "not in a million years" scene itself is very out-of-place for when it happens. It just happens out of nowhere, Dante looks right at the camera and goes "not in a million years", and then the scene resumes as was. That and the joke is never followed up on later in the game. Like when Dante starts to get the white hair after obtaining his Devil Trigger or when his hair goes full-white after the Vergil battle he doesn't make some quip like "A million years is short these days".
If they would have actually followed up on the million years line I would have agreed that it was just a joke. But the way it's done in the game as is, it just looks like a pointless jab at the old character.