I don't have a problem with most recasting decisions. Wally West probably takes up the second largest percentage of my comic book collection behind Steve Rogers, but I never really thought of him as a red head (I mean, yes he's a redhead, but it was not really ever a defining trait) In the case of Mary Jane though, it was a defining trait. Along with Archie, neither of these characters should not be red heads. If you were talking with someone who was knowledgeable of pop culture for the past 60 years and asked them to name the top 20 most identifiable redheads, Archie and Mary Jane probably make that list. (Olsen doesn't because he's been portrayed so many times in tv and film as not a redhead, that his comic book persona doesn't have that big of a impact on how he is perceived)
Fortunately she's a supporting character so it's not going to take away from the movie, and she could overcome the possible expectations/disappointment that the fans have.