It was because J. Edgar Hoover loved Lucy. He would clear his daily calendar so he could watch "I Love Lucy" at home. He offered Desi Arnaz a way out if he would play ball, which he did.
In a warmup to the show's audience, Desi said, "The only part of Lucy that's red is her hair -- and not all of that is really red." He got a massive laugh out of that.
It worked.
I had heard that about Hoover.
I’ve also heard that when she first saw the headline, Lucy thought they were talking about Eve Arden. LOL