Black and other non-White groups feel the shame because we see ourselves connected to one another, hence the collective mindset. Black and Brown people often engage in collective shame as well as collective celebrating when we accomplish something great. We also understand Whiteness blames us all when one of us does something bad. Non-Whites have learned to internalize the sins of the one. Me equals we or us.
Honestly, you are expressing more insight than any social anthropologist I've ever come across.