They do and did, especially with the old model. They had the very tan red skin that looks like a painful sunburn from a caucasians perspective (cause as it turns out, if you pay close attention, their pale skin color is not a 1:1 coorelation with white skin. They aren’t white. They are pale pink descendents of a dark pink/purple species.)
I recommend reading the reddit thread I linked re: the other 4 races that I do NOT have the slightest problem with receiving black skins;
https://www.reddit.com/r/wow/comments/fyg404/on_the_importance_of_lore_for_the_new_characters/