Why don't most black people tell you their exact ancestry? Because they don't it. Slavery took black people from all sorts of places in Africa (mostly West Africa), and their culture and language was erased, including their names, so of course most black Americans today do not know their exact heritage. Some do though and will tell you, but that's because they're not descendants of slavery, at least fully, but have more recent African heritage.
As for Asian Americans... they do tell you, it's just that it's usually just Korean, Chinese, Japanese, Thai, Filipino, etc. There isn't much mixing, especially since their heritage tends to be very recent and many of their parents are literally immigrants to the country.
Latinos do also tell your their heritage, but like Asian Americans, they usually stay with their own nationality of people. But the ones who are a mix of different Latino nationalities DO tell you that as well. For example, Camila Cabello, who is from Fifth Harmony, says she's half Mexican and half Cuban because her mom is from Cuba and her dad is from Mexico, but she herself was born in Cuba.
Keep in mind though that Latino is not a race, and millions of Latinos are white, black, or even Asian.
As for whites... most white Americans are a mix of various different European ethnicities, and most know their heritage, at least partly. I know that I am half Spanish because my mom is literally from Spain. I am white, but I don't know my dad's side in regards to ethnicities, though.