As most in-game cultures are derivative of something from the real world, so too are their populations. While none of the central protagonists are "of color" (legitimate query: what are we supposed to call people who are "not of color," given the term "people of color" is meant to put humanity before skin tone?) it's not as if characters are lacking variety in their complexions. Characters from Ul'dah tend to have a more olive complexion. Ala Mhigans are on average dark (Lyse is a noted and queer exception). And that's not even getting into the genuinely outlandish colors characters can be by real world standards, like lime green Sea Wolf Roegadyn, crimson red Xaela Au Ra, or pink-furred Hrothgar.

There are plenty of characters who are not people not of color. Entire countries are made up of them. If the complaint is that none of the central protagonists is a person of color, I don't know what to tell ya except that this game is Japanese and Eorzea is a loose Greece analogue. Furthermore, bear in mind that while some of the media it puts out may seem a bit wacky from a Western perspective, as a whole Japanese culture is still rather conservative, so...