There are quite a few reasons, and I'll list them.
Your suggestion (Them possibly being emo or depressed)
Players simply like the color black. No problem with that.
It 'looks' and 'feels' faster to the eye in spar because most people outside of spar don't wear black. A color feels faster if you aren't used to seeing it, people think it feels faster, but they're wrong. Just an illusion to those unaccustomed.
Intimidation reasons. Yes, black is a sad color, but since so many sparrers wear it, it can scare opponents who don't affiliate themselves with black for reasons above. "All pros wear black" Heard of that? Sometimes it's true, and newer sparrers look out for sparrers who wear all black.
Because of the mindset, black became the 'Sparrer's Color', and there isn't a problem with this since you don't have to wear black at all. Most players do because of said reasons.
When I first started wearing black for spar, I noticed it actually did feel faster, but it really isn't. Now whenever I spar players wearing any color but black, they feel faster since I'm so accustomed to sparring people who just wear black.
Whenever I'm in a room with black-clothes sparrers, I make my clothes brighter than their's. Any color, doesn't matter to me. After beating everyone in the room at least once, I left. They all came out and accused me of being a speeder, the truth is they just weren't accustomed to sparring people in other colors, and I seemed faster to them.
Anyway, that's all I can say on that. Hope ye learned something.