Africa has something to do with these names. They are part of a naming culture that was created by descendants of people who were brought as slaves from
Africa. Today, because they are descended predominately from Africans, these people are called African-American, hence the names of their culture are called African-American.
Right now, names used mainly by European-Americans aren't categorized separately because European-Americans are the dominant group, both politically and numerically. That could change some day.