When a dye is used in creative mode on a filled cauldron the dye is consumed.
I would expect it not to be consumed like everthing else in creative mode.
To reproduce, place a cauldron in creative, fill it with a water bucket. Use a dye on it, check your inventory, you now have 63 of that dye. Do it again and you get 62 and so forth until you run out of dye and you have to get more thro3the creative menu. It is a minor inconvenience.