Is it natural? Do gods have an ethnicity? I have yet to see Asgard on a globe or a world map. The worshipers were Scandinavian, not the gods. If gods are Scandinavian, then a lot of snakes, horses and wolves need to be considered Scandinavian people, because a few of the deities in Norse mythology are not even humanoid, though they come from humanoid parents. I agree with Idris Elba. Of all of the ridiculous elements of these myths, including humanoids fathering beasts, magical rainbow bridges, and frost giants, people want to freak out over dark skin?
Though, I admit that you do have a good point. I do remember the irrational backlash over Daniel Craig being blond. But I think people like that, are the same people who are upset because of how Heidmall looks in the comics. They don't care about Heidmall's non-existent ethnic affiliation. They just care about how he looks. They are the same people over on the Amazing Spider-Man film boards, complaining about the lack of a belt on the new Spidey suit.