Question

Why do Smeargles in Pokemon XD all have the shiny sprite?

Answer 1

Genius Sonority ported most of the Colosseum and XD models directly from Stadium and Stadium 2. At the time of Stadium 2's release, Smeargle's regular palette was red and its shiny green; this was therefore carried over into Colosseum and XD, despite the Generation III games swapping the two palettes. Maybe the real question is why Game Freak chose to change Smeargle's normal palette to green in later games!

Smeargle's Stadium 2 icon can be found on Spriters Resource. Note its similarities to its Generation II colouration.

Pokemon Colosseum (Wikipedia)

Answer 2

Smeargles that have the shiny sprite (red tipped tails) in XD aren't really shiny sprites. If you get a Smeargle with a red tipped tail in XD and transferred it to one of Gen 3 games, it would have a green tipped tail, a normal one. Gamefreak probably put the shiny Smeargle sprite to make it more interesting. A shiny Smeargle in XD has a dark green tipped tail instead of the red tipped ones.