Why are some sepals coloured, and others redundant?

I saw a fuchsia flower on facebook and commented that the red petal shaped part is actually a coloured sepal, but why should that be, when most sepals become defunct upon opening of the flower.

 

Because, in most Fuchsias, the flower is designed to be pollinated by hummingbirds and not insects. Persistant, highly-coloured, non-redundant sepals are common amongst the flowers that evolved that way - off the top of my head, other flowers that show and use them include Passifloras (particularly the banana-type ones), and many South American members of the Ericaceae (Cavendishia, I'm looking at you!).

Basically it's all about pollination strategies. To continue with your example, a wild Fuchsia flower without its sepals has almost nothing going for it - it's not fragrant, it's not colourful, and even though it's chock full of nectar, it's not that big. Add on the bracts, though, and it becomes a signal beacon for anything that can get up the corollar tube to hit the nectar, and the flowers are designed so that pollen will rub off on the way in (with the hummingbirds which seem to be the plant's only visitors, pollen sticks to the feathers on their foreheads.) Incidentally, this is also why Fuchsia flowers have red bracts, rather than some other colour. Red is the most attractive colour for the hummies.

Highly coloured floral bracts are another version of the same strategy.

 

Ha, I forgot about the hummingbirds!
Now, I must find some british plants with non redundant sepals...