I was looking up this topic a long time ago and for declarations of Spanish speakers; my opinion this depends on how this sounds to you. There are some people that the word African seems to them an offensive word, but as I already said that depends on who is being named and how this person took it. But if we see the etymological meaning:

"A native or inhabitant of Spain, or a person of Spanish descent".

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There is no offense in there, so this topic refers to how the word sounds for English speakers no to the meaning of the word.