This is actually touched on, ever so briefly, in one of the tie-in novels.
This is from Out of the Darkness, which is set during the time Londo is Emperor and the Drakh are pulling the strings on the planet. During a meeting with his advisers, he's trying to relay Kosh's comment on avalanches and pebbles (surprisingly, for not having been the one to hear it, he gets the meaning right, if not the words, he goes with blizzards and snowflakes), he reflects on it...
... but I was present that amazing day when Kosh Naranek, the Vorlon ambassador, emerged from his suit. Others reported visions of a great winged being, and I...
I saw nothing.
Actually, that is not entirely accurate. I saw... light. An overwhelming brilliance. But it was shapeless, amorphous, and indistinct. For a moment, it seemed as though I perceived a hint of something, but that was all.
Sometimes I have wondered whether what others saw was some sort of mass delusion... or whether I was simply not deserving of the experience.
This is only Londo's reflection on the moment, but it may be right from both angles. We know for a fact that Kosh projected that perception of a winged angel to all those present, so it was a mass delusion, just not an accidental one - one that Kosh was responsible for.
By implication, if Londo is also right on the other... this means Kosh didn't bother to include him. This could be due to Londo's growing darkness, his association with the Shadows, conserving his own energy, all of the above, or any other reasons that would only be known to the enigmatic Vorlon.
(I think other answers have covered pretty well, between the possibility of other Centauri seeing Kosh and the fact that telepaths showed up there just like everywhere else, that it was not a matter of race)