@halloween20 I've only read this chapter, but going from the description of the manga:
"He endures training so incompatible with his physical constitution that it could make him faint, all to become the polar opposite of the strongest dark knight—the Kingdom's strongest holy royal knight, The Royal Paladin."
The training to become a Paladin is incompatible with his physical constitution, is what it says. So it's likely a reason more so than just wearing black armour - it could either be related to birth (like class systems that they're "forced" into by making it easier for them to proceed under their class rather than other classes), or it could be related to their training methods, which is why he could become a dark knight but is now at the extent of incompatibility with becoming a paladin.
'Course these are just assumptions and we barely know anything, but it seems deeper than just his armour being black, which is likely just a coincidence, or out of pride to distinguish oneself as a black knight (i.e. the culture), or another reason (special armour? Maybe black armour is easier to make than white armour? If there's a class system kind of thing, then maybe he gets buffs for wearing certain types of armour? etc)