I have legitimately questioned why. Even in the classic Mad TV sketch, that is my white mama, Artie Lange would always mention needing menthols. I would like to hear from African Americans about whether this is a legitimate stereotype or a stupid one. Thank you! 
I’m not black, but it’s a pretty well-established fact that cigarette companies heavily advertised menthols to African Americans in the 60s and 70s and beyond, which made it so that a very large percentage of those cigarettes even today are purchased by them.