Honestly, I wasn't so caught up in the racial change of the character. I never read Thor and I don't think I ever really will. I know a bit of norse mythology, mostly disseminated through video games.
I think the reason the race change is so jarring here as opposed to, say, Nick Fury or Superman, is that Thor is essentially the co-opting of the rich mythos of a bygone culture for the sake of pop culture. That being said, generally the gods of a particular nation or culture are expected to represent the culture that it stems from. From that standpoint, a black Heimdall seems as patently ludicrous as... say... a Japanese Utu(sumerian god, for those in need of clarification).
The key word here is "ludicrous." Not "offensive." If we cast a white Vishnu, that would be offensive. But while the land mass and genetic heritage both exist to a degree, there are no vikings left. There are still, however, people who adhere to hinduism, and India is still very much alive and kicking. The people who are actually offended by the casting are the problem. The people who simply think it's sort of silly to see a black Viking god are not entirely wrong to think so, no matter how well-acted the role is. If Chow Yun Fat played the role of Otto Von Bismark, or if Will Smith played the role of Mao Zedong, or if Freddy Prince Jr. played Othello, it'd be pretty silly too.
Sometimes good acting can allow you to get away with that sort of thing with a lot of people. Other times people simply can't see past certain visual oddities, and racist or not, a black viking is something of a visual oddity.