"To anyone who thinks we lost because we had red or pink hair; you are clueless," Peacock tweeted.
"If I had the choice, I would do it again. 100%."
Head coach Brian McDermott labelled the barbs, which were made in television commentary, "bang out of order".
The majority of the Leeds players agreed to change their hair colour if a certain amount of money was collected prior to kick-off. The club has so far raised £3,122 for Sport Relief 2012.
The feelgood factor quickly disappeared on the pitch for the Rhinos as they conceded eight tries to a Saints outfit resurgent since the dismissal of head coach Royce Simmons.
"This was a disappointing loss but we will come back ready to go again next Friday," Peacock added in a statement on the club's website.
"There are people who have horrendous lives around the world and, by having a small bit of embarrassment personally, we can raise funds that might save someone's life."