Not only is the dying unnatural, and unnecessary, but it also places a huge amount of stress on the fish, which may cause it to die...
Also, the difference between Painted Fish and Glofish are one is injected with dyes and colorings, while Glofish just are injected with genes (I think I heard they were from some sort of Jellyfish...)

Every Painted Fish you see has been injected with the dyes, while on the other hand, Glofish may not, because it is genetic, so it can be passed down by parents.

So overall while both Painted Fish and Glofish are inhumane and unnatural, Glofish would be the best decision, since the ones you are getting may not have the stress from being injected...