Her father was a god in the form of a swan and she was born from an egg. I don't think it's worth getting too specific when it comes to ethnicity. To me, the most important thing is that Helen stands out. Her appearance should be striking. I don't really care what shade her skin color is.
The ancient Greeks imagined their gods as being in their own image, not in the image of Igbo tribesmen. Furthermore, the Trojan War of legend probably had a historical basis (supported by some archaeological evidence), and thus many of the individuals of legend were inspired by historical figures, who were Greek or at least Mediterranean. So again, casting a Nigerian as a Greek demi-god makes the same amount of sense as making a movie about the Vietnam War with cactus or the Grand Canyon in the background.