I used Lilac Grey to neutralise unwanted red-orange and my hair has turned a more burgundy tone – why?

This is because Lilac Grey cannot neutralise red. In order to neutralise red, you must apply a green pigment. However, what Lilac Grey can do is neutralise orange and contribute additional violet and blue tone. Therefore, when applied to red-orange hair, the violet and blue tones in Lilac Grey will neutralise the orange tones. However, they will not be able to neutralise the red tones, but instead add to them. Therefore, by adding blue-violet to red a purple tone is achieved. This would evoke an overall burgundy shade.