I usually don't like when things are changed when adapted, and that includes changing the ethnicity or gender of a character, among other things.
However, I do understand that if something is created with all characters white, or the default being white, and characters being anything else needing some kind of reason... there is a problem. And I can understand wanting to fix it in the adaptation.
Beyond that, this specific casting choice is something I can rationalize within the context of the story. The Norse Gods were seen by the Norse, who were all Caucasian. They "created them in their image", if you will. In this case, the Gods are actual people, but this specific one is the dude in charge of the door, i.e. someone Norse people have never seen and only heard of. That they didn't conceive for a second his skin could be a different colour is fine by me. It makes perfect sense even within the story that this guy doesn't look like the legends say he looks.
Yes, I realise he was white in the comic, I'm talking about the movie and the mythology here. Because if Thor had been black, for instance, and all his portrayals had been white, that would have been weird. Surely the Norse would have noticed something as unusual as a black dude and emphasized that fact. But it's someone I can assume they've never actually seen despite hearing about him, so his portrayals not matching what he actually looks like works fine for me.
I think Bob made a great point though from an actor's perspective. In North America, there aren't many roles for minority actors. When a role is designed specifically for them, one they match perfectly, and they don't get it because a white person (who has a lot more opportunities everywhere) was cast instead, that's pretty harsh.
When one of the many, many roles available to white people ends up going to a minority instead, white actors don't suffer much from it and it's good for the minority. So yeah, I totally get that.
I wish that wasn't how things are, but it is. When anything that needs to be adapted already has characters representative of the actual demographics, then yeah, switching it up will only be annoying to anyone who likes adaptations to respect the original material as close as possible (as it already is) instead of also having consequences which are different depending on the direction of the switch.