nah, why would he? the twins are only very distantly related to Fili (second cousins once removed, I think??? I’ll check), and this moment isn’t about him at all. He’s not the sort of person to make this occasion All About Himself. Neither would Fili ever really rip into Dain for needing a small moment of emotional deflection, over something so insignificant as Fili’s hair colour.
Dain does a lot of emotional misdirection through his jokes and throwaday lines, both when he is happy and when he is sad. This is one of those moments. He is trying not to explode, basically, and so we get one of his patented Dain™ lines. It’s not about Fili at all.
But underneath, Dain is staggered and delighted over his grandchild having red hair (as is Bombur, for that matter). To conceal this, he tosses away this flippant sort of line which basically boils down to: ‘SHE HAS RED HAIR. HER HAIR IS RED IT IS RED LIKE MINE, AND I’M NOT CRYING IT’S JUST RAINING ON MY FACE NOW, NOTHING TO SEE HERE AHHH SHE HAS MY HAIR.’
He does a very poor job of concealing how he feels, this time around! And the reflexive effort is wasted anyway, because he and Bombur are just too, too happy to hide it.