Considering White America are the pioneers of enslaving African Americans (as far as I know), I think they should not look down on us at such a petty and innocent performance.
Are these guys (in the Hey Hey skit) members of KKK? No. Most of them were actually ethnic themselves, half Australian or less. Their intentions were clearly for a light hearted laugh, to re-enact a skit they performed 20 years earlier as med students.
Oh well, at least Harry got alot of publicity.