ATF is a great additive. It makes for a sweet lubricant as well as cleaner. Too bad it's colored as it is. I always put some in the tractors (both gas and diesel) to clean up and lube things, every once in a while. That's why I save my old oils. Plus I run a mix in the house tank of old oils and #2.
When I used to work for an oil jobber, I ran On Road diesel in the house tank because I got it for less than the cost of off road, or heating oil (but again that was well over 10 years ago). And it made a HUGE difference in heating quality, more BTU's and cleaner running which made cleaning the burners much easier.
The whole point of this post? I wouldn't run dyed fuel through my system because it doesn't make sense to me. Sure the initial cost is lower, but it runs dirtier and I can't afford the fricken' HUGE fines I'd have to pay if I did run it and got caught. It's just my luck.