Generally speaking, areas of this country with large black populations are due to one of two factors:
1. Their ancestors were brought to that region against their will as slaves;
2. During the 100 years between the end of the civil war and the civil rights advances of the 1960s, blacks migrated to large urban areas and industrial areas outside of the south for better economic opportunity (the same reason everyone moves to a different region of the country). The migration was particularly acute in light of the horrific treatment they continued to endure in the South after the Civil War. That's why there's a sizable black population in New York, Chicago, Detroit, Philly, Southern California, San Francisco Bay Area, etc.
Utah doesn't meet either of these criteria. Mormons weren't slave holders and no part of Utah was an inviting destination for economic opportunity through the 1960s. All four of my grandparents were born in Utah and all four of them made their way to California between the 1930s to 1950s.
I don't have the stats on this, but I imagine that the black population in Utah steadily increases (at least I hope) as becomes a place of better economic opportunity than it used to be. As Hispanic immigrants seek better opportunity and come into this country, Utah's Hispanic population has likewise increased.
In summary, I don't see a reason why you should be embarrassed. About 2% of Oregon's population is black, not much more than Utah. Colorado, Washington and Arizona's black population as a percentage is a fraction of the national rate (3-4% vs. around 12% nationwide).