It is about ‘race’ because these people like/want to make their ‘race’ superior to other ‘races’ that have learned to cohabitate albeit sometimes with violence, e.g. Nazi whites vs. other European whites. This use of ‘race baiting’ has been going on for years although black vs. yellow vs. white vs. whatever color of skin has been in humane existence since time immemorial.
It doesn't threaten them. It's become expected. If she asked them why they charge so much money for admission -- if she said that was a reason plenty of people felt out of place there -- things would get more awkward.
I'm not saying there aren't economic reasons for charging that much for admission. The museum has to stay solvent. I'm just saying talk about other reasons why people felt ill at ease in museums or didn't visit them wouldn't go over as well at the Whitney as what she said did.