The majority of U.S. immigrants are Christian - check the Pew report on this.

Slavery ended hundreds of years ago.   But the vast majority of slaves became Christian.

Actual white supremacists make up on an extremely tiny percentage of Christians, and even if that is disputed, I don't believe there is evidence that non-whites in the U.S. turn apostate because of the existence of the whatever remnant of the KKK still exists. 

In general, people convert or stay in a religion because of many factors.

True,  many people are likely leaving religion because they dispute how "accepting" it is.   But that's a matter within the purview of the religion itself.    Trying to tie Christianity to white supremacy seems a real stretch.