Read up on common ancestry.
If you walk straight, it takes about 7-8 months to cross from west of Europa to east of Asia.
On top of that, basic things like melanin skin adopts to the local enviroment, trough forced kid deaths vs the superior adaption. Think death per 100 and 1000 kids.
So Melanin is one thing, thats something that happens as tribes live in general areas, for a few generations.
But there is another more important thing: Facial structure. There is no equal evolutionary pressure for facial structure, beyond beauty. Once a major phenotype settles, due geographical boundaries, the ethnicities will look the way they look.
And thats before you think about things like
-Social classes. If you as a tribe invade, you can't kill everyone. If you succeed, you will have to rule the remaining. Eventually that rule dies out, as one mingles with the locals.
There is a reason somewhere like England, has a lot of ethnicities, simply because its not a great migratory land. And the same is true of the ethnicities in their social classes, and how it eventually waters down