
If you look closely in flashbacks, Christine actually had eyebrows that were a lot darker than her hair, too. Even though this could easily be excused as fantasy gene logic, I actually happen to have black eyebrows despite being a natural redhead, so it's not completely out of the realm of possibility. As for their thickness, well. Just look at the king.
TL;DR: Genetics.

It usually applies to people with lighter hair (albeit not as drastic as Wolfgang's case, per se - blondes with noticeable eyebrows usually have dark brown ones instead of black, so my best guess is that was done for artistic reasons.
Now it's up to season two to find out if the carpet matches the drapes.
I have have been meaning to ask a long time, I wonder why wolfgang eyebrow black while his hair is gold?? Im sure he not dye his hair...but still??? It such a...curiosity on why the author make it like that