I think a part of it is just trying to assimilate yourself into your surrounding. The media mainly portrays "beauty" as a Caucasian male/female, so it would be natural for someone growing up to want to become part of that image.
And, like what the others have said, the other question to ask is why are more white men dating outside of their race? Personally, I'm Asian, and I've dated outside my race. I like all types of girls, as long as I'm attracted to her and we get along.
And, for the most part, it's just dating. If you don't like seeing this person with this other person because of the color of their skin, then either you need to really evaluate why you think that way or maybe present yourself in a way that makes you competitive in the dating scene.
Have confidence in yourself and what you have to offer, and who cares who this person dates! Everyone will have a dating past, and its up to you whether or not you want to accept that person.