Placebo effect, people.
A lot of this plays out in people’s heads. Not just the redhead-chasers’ heads, but the redheads’ too.
If you live in a culture in which redheads are told they are better in bed, a non-trivial number of redheads are going to believe that they really are better in bed, and act accordingly.
A culture in which redheads are told they are better in bed can, of course, serve for others as added pressure, or as a resented stereotype. But there doesn’t need to be a genetic factor in place, for a cultural perception to become realised in practice.
Of course, you can also say the same about any number of other physical attributes, that get stereotypically associated with being better in bed. It all plays out in the mind. And we aren’t as immune to those kinds of mind games as we like to think.