This is true, although he is, descended from African royalty and the only non-Wakandan to successfully take the HSH (and keep the powers), which is enough to make him an honorary Wakandan, I think.
Anyway, the reason I always liked the idea of making him the new White Wolf was BECAUSE he isn't Wakandan. Who better to reform the secret police of Wakanda than an outsider (who would hence have no political baggage) who not only shared the King's powers but was also an actual NYPD cop?
Admittedly, this would have made more impact when the HZ hadn't been turned into grunts by Coates. :P