Here's the reason as stated at this site: leakage of infra-red light.
Strong ND filters attenuate visible light strongly but leak a small amount of infra-red light. Depending on the strength of the IR filter in your camera and the response of the sensor to infra-red light, you will suffer color cast as a result.
Some filters (e.g. Cokin) leak more than others (e.g. Lee, Hitech and Singh-Ray).
Stacking ND filters can exacerbate the issue if each of the filters in the stack leaks a small amount of infra-red light.
Changing the white balance in the camera will NOT fix the problem 'cos some objects reflect more infra-red light than others, e.g., trees and clouds.
You can either purchase a UV/IR filter or change your ND filter. If you need very strong ND filters without color cast, consider Lee's BigStopper which offers 10 stops ND.
From what I read, Hi-tec also exhibit some color casting, although not as bad as cokin.
I have given up the idea on switching up to Lee's as I cannot justify the costs. So far cokin is working ok if I do not stack nd8 with GNDs or nd4. If there is a slight color cast, I am still doing fine by adjusting WB in RAW.