i have no insight but it is an interesting observation.
can the differences in racial/ethnic diversity in the three groups you mentioned be explained because of the particulars of the ideologies involved? that is, the KKK was virulently anti-catholic and anti-black and to a lesser extent anti-immigrant. so you would not expect any catholics or blacks. but was there diversity in terms of protestant religions? economic diversity?
nazis were virulently anti-jew, anti-gay, to a lesser extent anti-non-white. so again, the ideology forecloses participation by most of these folks, except closeted homosexuals.
al qaeda, by contrast, has a slightly different ideology. it is anti-west, anti-materialism, anti-non-muslim. it is not race- or ethnic-based, at least not solely. so members of different ethnicities or races can "join" or sympathize with al qaeda. conversion to islam is required, but other than that, anyone born anywhere could potentially be eligible.
perhaps a comparison to armed socialist movements would allow for a closer analogy. you'd probably see similar racial and ethnic diversity in such groups.