You can't generalise the topic like that.
Mostly it's preference.
In general having darker hair is harder to dye and maintain. It requires stronger bleach to lift and that might put some people off.
Some people prefer having natural hair. Curly and frizzy hair is difficult to manage as it is without adding dyeing and bleaching into the mix. It's a tricky to work with hair type that doesn't take colour well.
Blonde and red aren't natural colours for darker skin. It's very rare to be naturally blonde and have darker skin.
It isn't a cultural thing, people will do it if they want to. If people don't want to then they won't. Some people just prefer natural colours so you might see them but not notice it. Henna is quite commonly used in India and over here to colour hair.
Like any style, it can look good if it's done right.
Also just because you don't see them, it doesn't mean that darker people with dyed hair don't exist. You just might not see them in your area, y'know?