It's loosely based in history and the big events of the time, but the rest is made up. Why does it matter what race some of the characters are? Most of what they'll be saying is completely made up anyway.
Because of context. If in the culture being depicted, the King of England marrying a black woman was a perfectly normal thing that that was so normal that no one ever mentioned it, even when Henry was coming up with reasons to chop off his wife's head, then it would be a culture so far removed from what the Tudor times actually were, that it would almost be pointless trying to even call it a depiction of the Tudors? If that makes sense?
I don't know, maybe her being black will be part of the plot in this particular drama? But then it's not really historical then is it? It would make an interesting story line though.
It's totally different to casting Idris Elba as James Bond (yes please!) for example, where the context would be far less relevant.