Human skin is made of four layers – the topmost layer is stratum cornium, followed by epidermis and sub-cutaneous layers. When mehndhi is applied on the skin, the red pigments present in it are transported along with water through the small pores in the stratum cornium. These pigments get trapped between the stratum cornium and epidermis. As the hand dries, the water evaporates leaving the pigments which impart the colour.
In the case of the nail, the pigments are trapped between the horny plate-like cells which are piled in lamellar layers. The pores in the skin are larger than those in the nail. This actually accounts for the rapid fading of the colour in the skin compared to that of the nail.