I mean, is there a reason?
Googled around, and found the same answers repeated over and over:

1) it's easier to match equipment if every piece of gear is always black
2) it's warmer (really?)
3) it's slimming, therefor most people would never wear anything else (er...)
4) there's no demand for other colours (plain wrong! the only white wetsuit in existence
is constantly sold out!)
5) we want to look cool! (no comment)
6) an all black outfit doesn't attract predators like sharks.

^^if 6) were true, why is the shark-proof technology wetsuit blue and white?
Sharks can see something that's a solid black pretty well, especially from below.
Colours don't matter much in a certain depth (they all fade to grey), so I call BS!
Besides, wetsuits for lakediving and even kayaking are black as well.

I bet it's what I call "The Scuba Curse".
Scuba Divers lug cumbersome gear around, and make horrible loud noises with their tanks.
Basically, they sound and look like Darth Vader.

Name: vader_diver.jpg Views: 2988 Size: 47.9 KB

And Vader wears black!
Since the "all diving gear must be black"-fashion was established, it was extended to us poor freedivers as well.

That's the only feasible explanation.

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Yes, I tried to find a non-black wetsuit thicker than 3mm
Needless to say, unsuccessfully.