When light hits something thats black I agree it heats up faster than something thats white, this is radiation, what we are dealing with is convection, the cooling occurs when the air moves over the heatsink, the heatsink does heat the air pushing it up, but the light hitting the heatsink is not whats heating it up.
I think black is chosen just to hide the dirt and dust better or just because it looks cool, I'm not 100% sure but If air gave priority cooling to things that are black, I think we'd see allot more black things.