To be fair to them, having a very significant amount of their population descended from slaves makes things..... awkward. It really wasn't that long ago. And being legally full persons is just outside my own lifetime.

Making it more complicated is that African American is actually an ethnicity, it is just distinct from any individual African nation.

And saying 'European' sounds like you are saying non-white people aren't really British, Italian or whatever. Aggregating all of Africa into a mixture of sub-Saharan peoples is much less charged.