Less than half of all states had exit polling, so any analysis would be skewed to them.
Exit polling data mostly just look at race, gender, age and who the voter chose. One NBC poll showed that Bernie did better with young black voters and the analysis I read said that this was a problem for Bernie because young black voters aren't voting at any where near their proportion of the population. Even so, about 67% supported Clinton. Older black voters show up and they supported Clinton at higher proportions. But that's the only shred of analysis I could find that took a stab at ferreting out reasons using statistics, as flawed as those stats are. And, that bit about Sanders polling better with young black votes stretches the truth. In fact, a Sanders didn't do well with that group either.
http://www.nbcnews.com/news/nbcblk/huge-split-between-older-younger-blacks-democratic-primary-n580996
Bottom line numbers:
In 21 states, the adjusted exit polls report the presidential preferences of the black portion of the Democratic electorate. In 10 of these 21 states, all in the South, Hillary Clinton reportedly received 80% to 91% of the black vote, and 67% to 75% elsewhere.
Between February 27 and March 8, primaries were held in nine southern states (Alabama, Arkansas, Georgia, Louisiana, Mississippi, South Carolina, Tennessee, Texas, and Virginia). In these nine primaries, Clinton won 499 pledged delegates to 212 for Sanders, a lead that has proven insurmountable.
https://www.nytimes.com/2016/06/28/upshot/exit-polls-and-why-the-primary-was-not-stolen-from-bernie-sanders.html
Here's reference to what Sanders supporters' said about that and what the analyst thinks:
Clinton won every contest with at least a 10 percent black population, except Michigan, and each state where Latinos make up at least 10 percent of eligible voters, except Colorado, according to Harry Enten of FiveThirtyEight.com. On top of that, they have been mocked by some Sanders supporters for supposedly “voting against their self-interest” because they refuse to believe a political revolution is at hand.
http://www.politico.com/magazine/story/2016/06/2016-bernie-sanders-hillary-clinton-democrats-race-racial-divide-213948
Also from the same article:
“That refusal to accept the necessity of compromise in a winner-take-all two-party system (and an electorate in which conservatives still outnumber liberals) is characteristic of a certain idealistic style of left-wing politics. Its conception of voting as an act of performative virtue has largely confined itself to white left-wing politics, because it is at odds with the political tradition of a community that has always viewed political compromise as a practical necessity. The expectation that a politician should agree with you on everything is the ultimate expression of privilege.”
We don't have good analytical data and so have only commentator's views to help explain. Here is one from an African American who is or was a Sanders supporter:
https://www.theguardian.com/commentisfree/2016/may/03/bernie-sanders-failure-diversity-hispanic-black-voters
An extract:
On Sunday, I went to Bernie Sanders’s press conference in Washington DC. As a black voter who has “felt the Bern”,
I left the press event extremely disappointed. Sanders lectured us about super-delegates. He obsessed over the possibility of Hillary Clinton failing to win enough pledged delegates. He spoke of a contested convention, and he recycled his well-worn talking points about inequality.
Two things he failed to mention: black and Hispanic voters, two constituencies whose support he has failed, repeatedly, to gain.
I get that he thinks the lives of people of color will be improved by reining in Wall Street, curbing financial inequality and confronting climate change. But any democratic socialist should know that the economic violence of capitalism is specifically gendered and racialized, that Wall Street explicitly harms black and brown people and that the effects of climatechange are racist. Indeed, Sanders knows this and his platforms address it.
How, then, can Sanders still be failing to talk about racism, anti-blackness and anti-Latino sentiment at every turn, especially heading into the primary in California, a state with more Latinos than whites? If you listen to what Sanders is actually saying in this late stage of the game, he seems much more interested in open primaries, independent voters and super-delegates than he is in voters of color or the disenfranchised. That’s unsettling.
The key criticism I've heard about Bernie from African Americans is they don't hear him talk about their issues. The same complaint was voiced by Vermont African Americans prior to the election season. It was as if they didn't exist, nor did their particular problems. As the author of the Guardian article said:
votes aren’t owed to anyone, and if Sanders doesn’t win the black vote, it’s his own fault (and, possibly, that of the people he has chosen to advise him). You can’t blame the Clintons – they have handed Sanders one unforced error after another