This is a digression - and I mean you no offense by arguing the point - but this is really a fascinating discussion. A lot more interesting than the OP.
Being as he is named Mario and being from Brooklyn, NY, we'd assume that he is either the first-generation descendant of Italian immigrants, or an Italian immigrant himself. Certainly, when he talks, he speaks in a heavy, stereotyped Italian accent, and uses Italianisms ("Mama mia!").
The term "white," to me, is uniquely American. It does not apply to Europeans who see themselves through the lens of culture. It applies only to American mongrels who have nearly no culture at all.
I firmly believe that Americans are the most racist people in the world (with perhaps one exception beyond the scope of this thread), because they see every difference between groups through the lens of race.
No - culture, not race, is what makes Mario what he is. That Mario is white-skinned is no more significant comparing him to Max Payne than Lei Fang being Asian is comparing her to Oda Nobunga. Mario is an Italian, not a white guy.
I think there have been some portrayals of Mario with brownish hair. But his mustache is almost always black - a quick Google shows this - and Italians in general have dark hair.