MAT files for hair work fine if the figure and the hair prop is active in the document window (example: Figure 1, AilaHair).
If the document window has another figure (clothing) selected with the hair prop (example: HD_Pants, AilaHair) MAT files will not work on the hair prop.

If you are in the Pose room and you select the hair prop, the figure to which it belongs is also selected. But in P6 - if you have the material room open - you can select a prop with the colorpicker. The material settings will show for the hair and the prop will be selected in the document window - but NOT the figure to which it is parented. And conseqeuntly the MAT files do not work.

So the solution is simple - select the hair prop in the document window and MAT files for the hair will work