What's Wrong with a Little Color?

I work with children a lot and whenever I have them do a project where they need to make a picture they always color the people in the picture "white." Now most of the children I work with come from all over the world: Albania, Bosnia, Kosovo, Jordan, Egypt, Congo, Liberia, Ivory Coast, Philippines, Vietnam, Mexico, Guatemala, Russia, etc. You get the idea. When I show them pictures or read them stories I am always careful to choose materials that show many different ethnicities and cultures. So why then do these children always choose to make a person with blonde hair and white skin? Does anyone else see something wrong with this? Today, I had had enough when I watched a group consisting of 3 Latino children and 1 African child start to illustrate a story with pictures of "white children" I asked them why they always did this and most of them didn't have an answer, one girl said she just liked blonde hair. I had limited success, one boy finally made his character Latino with black hair, brown skin, and gave the child in the picture the name of his little brother. Should I be concerned that these children have this kind of mindset, or am I making too big of an issue out of it? I just worry that in their mind, their self image is inferior, which I do not like.