Why have we not had a black Santa Claus?

Answer 1

There are black Santas at some malls and even some areas of the world. However, Santa originated as a character from European tradition. He is supposed to be a singular person, much like King Arthur. The original character from the legend was depicted as white, and so traditionally, that is how he usually remains.

Answer 2

Santa is magical, so he can change his appearance to fit the traditions of whatever part of the world he is in. In some parts of the world, he even changes his reindeer to donkeys before he comes into town. His outfit can even change from red to blue. Santa is all about bringing comfort and joy.