The thing is you don't have to make an explanation for it.
Yes you should if I come with a valid objection to the choice.
I just made one cause you brought up that to you mermaids don't make sense being dark skinned. No part of the definition of a mermaid says they can't be dark.
Part of the definition of living so deep underwater you feel like the surface is dangerous and a mystery is: there were actually answers to many of your explanations, I just didn't answer because that wasn't the main point of your post.
For example, mermaids going often to the surface really doesn't cut it, aside from the fact that that's more in line of tanned skin rather than straight up black complexion, if you lived so much time without strong sunlight your melanin just can't operate like that.
That's also true for many light-skinned complexions among humans.
Other things like black fishes don't add because if we're talking about human skin and how it works, then only UV rays do that to my knowledge, it's a scientific process. It's the human part that's in discussion, not the fish one.
Whereas being short is literarily part of the definition of being a dwarf, which to me is a bad comparison to make.
No, there are dwarves who aren't short at all, the most recent example being Peter Dinklage's character in Infinity War, but it also happened before. It's a feature that often comes with being a dwarf, so that's actually fitting.
Anyway, changing that to another example takes no time at all and would still prove my point.
This story doesn't take place in Denmark, it takes place in Atlantica. The Disney response only mentions it for the sake of argument. There is nothing in the original animated movie that screams to me that Denmark is important in all of it.
Disney should've ignored the Denmark question altogether, since that's exactly it, it plays no relevant part in the story, they willingly went into it, only to say "It is possible for black people to exist within Denmark", which is just very weak because it doesn't really answer anything. The moment you bring Denmark to the table, I'm going to think about Denmark, you mentioned it.
And they only did that to deliver what still doesn't constitute as the main visual image tied to Denmark people but a lesser case. There are some things that istantaneously convey a mental image to the viewer and things that don't, and it plays a big part when making movies, knowing how to make use of that can improve the product greatly (not even just movies, even tv ads and the likes work the same way).
And by doing that they're just going to give fertile ground for the same tired objections, such as "There are also white people in Africa" and know-it-alls giving you essays about the geographical position of black people during Andersen's time (regardless of how accurate they are).
None of this would advance the discussion in a constructive manner.
They should've just avoided that altogether and keep pressing on mermaids not existing, or people being unreasonable.
Don't just try to be right on any accounts, chances are high you aren't most of the times.
So no I don't agree with your overall argument: that when you think of mermaids you don't think of black people.
That wasn't my point.
If you make a movie with the main premise being that a creature who lives underwater is fascinated by the surface, giving them the complexion that can only manifest after several evolutionary process stages liked directly with the sun and the surface.
Tell me the story of a mermaid tied to a rock on the surface for ages or living near and island, and I'll be the first one to tell you "You better not make them white as snow", for the same reasons. I can and will definitely think of black people for merfolk there.
Anyway, you don't have to agree about why I feel that wasn't the best choice. It's all fair game.