Hawaii wasn't like some other states in that regard. "Chinese," "Japanese," "Korean," "Filipino," and "Puerto Rican" appeared on Hawaiian birth certificates as races. "African" wouldn't have been out of place on that list, especially if the White Dunhams wanted to avoid the stigma a "Negro" father for their grandchild would have been in those days.
The Dunhams weren't worried about a so-called stigma. Stanley Armour Dunham was close friends with Frank Marshall Davis.