The reason, fyi, is because they're two different categories of thing. Gender is, and always has been, centered around the social aspects. Presentation, identity, roles, behaviours.

Race is a complex category, with a mix of physiological and culture dependent aspects.
You can't change your race because you can't change your heritage, which is a component.

You can, however, change your cultural identity. It's not a perfect analog to gender, obviously, but it's closer to race.
Much like how we conflated the names for the sexes with the names for the genders, many cultures share a name with a race that is a prominent member. This is often acutely clear to mixed race people or people adopted into a different racial household.