I can't think of a reason why someone would want to do that, but with the HUGE pores in Wenge I just don't think it would be a good idea. Nothing concrete, just my feeling. You're liable to end up with a gummy, sticky mess.
Then you're going to need to spend some $$$ and buy a jet black ebony one. You'll never turn a wenge neck "solid black" using stain or dye. You could PAINT it solid black, but would have a MAJOR job filling the grain and would be better off using a different neck that would not cost as much.
What brought up the idea of making a wenge neck solid black?
just esthetics. the guitar body will be some shade of red with an ebony fretboard and black tuners, nut, bridge, knobs etc. i was looking for a good wood that would seem to go along with that color scheme, but i decided i wanted a wenge neck for its qualities. the natural color of wenge doesn't look like it will fit with the other colors too well so i though of staining it. that's about all there is to it.
Might depend on your aesthetic and the shade of red involved. It's hard to discern the real color of wenge from pics on the site; they tend to look darker/browner than the wood looks in real life, or at least they have for the necks I've bought, the darker parts are almost a "purplish" brown.
Suggestion: Canary/jet black ebony neck. Will make the black tuners "pop out" more visually, look good with red body of any red hue and tonally is just a hair brighter than wenge.