I don't know, but I avoid all treats (or food) with artificial coloring, flavoring or preservatives. I give freeze-dried meat treats, often to be found in the "dog section", and break them into smaller pieces if necessary.
Is your cat ok? I have no idea if there are studies about red dye 40 in cats, but brain tumors are very rare in cats. But similar to what @jcat said cat food that has red dye 40 is probably a very low quality food that has lots of other things in it that you definitely would not want to feed a cat with.