I know numerious people who are black and hate being called african american. They believe (and rightly so) that its pure arrogance.
Many of these people come from africa, or are from europe with african heritage or from the carribean. Some are just very dark hispanics.
Also, Cleopatra wasn't even african in the traditional sense, if I understant right, she wasn't even egyptian, but her family was of some other decent, either greek or something.