Spoilers are from the books. Don't assume they're safe just because you've seen season 1 of the show.
Others have already provided an answer as to why this may make sense in the show's canon, sumamrised as:
The show is set in a post apocalyptic setting ~3500 years ago, which provided plenty of opportunity for travel and intermingling between people with different skin tone.
However, these answers are not necessarily complete, because they leave out two important and linked elements:
- The wheel of time is cyclical - we're not jsut considering the impact of one age of wonders, but uncountably many; and
- reincarnation is real, and influences your genetic makeup in ways we don't understand.
Reincarnation is established fact in the Wheel of time. We know it as a general fact of existence for everyone, and we know it for the dragon reborn. Assuming the tv show follows the books, we also can assume we know of specific reincarnations for
the Heroes of the Horn - such as Birgette and Gaidal and Artur Hawkwing.
And we see in both the dragon's case, and the others, there is a correlation between your genes before, and after reincarnation
None of these four characters change gender during reincarnation, despite having lived many lives each. There is discussion that the dragon may have changed gender during reincarnation, however, this was not the case. It may reflect Moraine being incorrect, or it may just be that reincarnation strongly influences, without completely controlling your gender.
If reincarnation can influence that, it could influence skin color.
We still don't know how reincarnation works though. Obviously, traditional genetics still has some impact on the offspring, for example
Rand has red hair like the rest of the Aiel, but unlike the Lewis.
What the tv show depicts is not inconsistent with a situation in which both reincarnation and traditional genetics impact skin color, and where the arbitrarily high age of the cyclical universe has provided plenty of opportunity for people of all skin colors to appear in every city, town and tiny village but traditional genetics still leads to certain areas having higher representation of certain characteristics.
Other answers on this site support the 'genetics and reincarnation combine to impact' theory