GloFish are not dyed or injected in any way. They are genetically modified zebra danios. A while back some company inject a jellyfish gene into a zebra danio egg, and what you now see is what they got. From what I understand, when they breed, thats how they come out now. Its not cruel to the fish in any way. Glofish live normaly, healthy lives.
Dyed fish are completely different. Glass fish and a few other fish get it horribly. Most fish that are dyed have either a clear or white skin, and to put it simply, a needle is inserted into them and chemicals and colors are shot into them. Its very painful for the fish, and the ones that actually live through the process, always die prematurely. This is horribly cruel and needs to stop.