To go into the subject a little deeper, one can argue that human "black" people have a coloured skin because they have lived in regions such as Africa. When they migrated (or got deported as slaves in past time), they mingled with "white" people and in the end made our multi-cultural world as we know it.
Gnomes, however, have lived in Gnomeregan, in the snowy Dun Morogh where you can hardly go sunbathing. After the troggs they fled to Ironforge, burried deep in the mountains and found themselves again cut away from the sun. As a proove: have you ever seen a gnome with a suntan?
Why Nightelfs do have a "weird" skincolour? Well, what would happen to you if you would live in a tree with all those weird Elune-lights flying around? Draenei are obviously aliens, so no need to explain them!
Anyway, I'm taking this way to far on a mondaymorning, let's just enjoy the comic!