Black, with a capital, is a culture. It’s fairly old news at this point, but the point is that it’s because of the shared experience and lack of ancestral knowledge of those people becaus of things like the slave trade and ongoing, systemic racism. They don’t get to say “African” because they were completely cut off from that culture, which is already such a wrong thing to say because “Africa” is not a single place nor a single culture, nor even only a dozen places with a few dozen cultures(it’s a helluva lot more). Besides, after developing their own strong cultures, Haitian or Jamaican immigrants are far more from there than from anywhere in Africa.
“White” is not a culture. White people will very often tell you where their family is from, to the city, without even being asked and if you don’t know you can even just look at the last name they were able to keep when their ancestors arrived in North America. White people have the privilege to not be lumped together in our society and being referred to by their country in Europe far more often than by simply “European” while Black people will just get a useless “African” tacked in front of their country of residence’s name.