Starting with A New Dawn, all Star Wars novels are canon, which means this red lightsaber explanation counts towards to movies as well, even though there’s no guarantee it will ever be outright stated on the big screen.
This fact from Ahsoka is mainly for the hardcore Star Wars fans who relish absorbing encyclopedic knowledge from a galaxy far, far away.
Although the Star Wars franchise had built an Expanded Universe across novels, comics, games and more since shortly after A New Hope, Lucasfilm declared all material outside of the movies and Star Wars: The Clone Wars TV series non-canon in 2014 so that they could have a fresh start under the Disney regime.
There may never be a reason to do so, as in the end, the red lightsabers are simply another way to distinguish who the Force-wielding villains are in case the black clothing and sister dialogue don’t make it clear.