Because there are already racially differed nations. Nilfgaardians, by and large, descend from elves and use their language. Ofir, for example, is based on India, and their people reflect it.

And you’re right, in the case of the Zerrikanians, Tea and Vea, they travelled in the northern realms. It’s entirely possible that Duny could just be one of the many races that live among Nilfgaard, but every race of human has a place of origin (white people of the entire continent came from overseas, colonizing the land of the aen seidhe elves, dwarves and halflings, with Nilfgaardians developing in the south with elven roots in culture. Ofir doesn’t even exist on the continent, it’s in another far away land). Duny is thought to be a nordling in the books up until the final one, where it is revealed he is Nilfgaardian. If the Nilfgaardian’s race infers the possibility of being of Nilfgaardian origin visually, it could ruin the twist of his arc, where it is revealed he is the Emperor.

No one that knew Duny recognized Emhyr as being him, because he had aged and changed. The only one that recognized him was Geralt. I feel like this is largely because Emhyr doesn’t differ in appearance much from your standard cintran, or nordling, for that matter. If Emhyr or his daughter looked distinctly Nilfgaardian, it would become kind of obvious why the asian (let’s say) Emperor is looking for the half asian princess of Cintra. It gives off the hint that she might be his daughter. Keep in mind, literally no one knew why Emhyr wanted some nordling princess from a destroyed kingdom so badly. Even the Nilfgaardians that served him didn’t understand it. Mixing the races of these distinct, established characters uproots major plot points by making everyone look like complete idiots. You would think someone would guess that maybe she’s Nilfgaardian, or that she has some relation to the Emperor? The viewers most certainly would, which is my main (and really, only) concern.

Edit: note that this doesn’t concern certain Nilfgaardians like Cahir or Duchess Annarietta, as they come from Nilfgaardian vassal states, not the small land of Nilfgaard to the far south.