My take is that the NN found the relationships to the more meaningful variables (Income, neighborhood, discrimination), rather than Race as a marker for these other factors. The model fit is not that different, R^2 0.17 versus 0.14 is not a big deal, but finding the more meaningful relationship is pretty nifty.
@Michael_Okoko just posted an article about Race as a marker variable which make a similar point in a different way. Race is a proxy for more meaningful factors, and we like our midels to be meaningful.