> I was surprised when I learned that this US ethnicity is a self-defined status. This means that me, a blond blue eyed man (and accessorily French) could define myself as Afro-American in the US.

That's not really true. You wouldn't be actually able to define yourself as Afro-American in the US, beyond maybe lying on a form (and even that designation would probably be overridden if it mattered). Pretty-much everyone would consider your self-designation to be annoying BS.

A few full-blooded white people have tried passing as Afro-American (only possible because of the lingering effects of the one-drop rule), but they received a lot of press (and rejection) when the real story came out.