It takes around 10k to 20k years for just skin pigmentation to change through evolutionary adaptation in humans. Other features characteristic of various ethnicities likewise took 10s of thousands of years to evolve.

Until recently, humans didn't really move around a lot. But still, it seems incredible that humans migrated and then decided stayed so still that thousands of years past allowing enough time for distinct ethnic variations to evolve.

Anatomically modern humans reached Europe around 45k years ago, 5k years after humans reached Oceania, and since those times adaptation to different conditions have lead to populations that look pretty different from each other.

I'd have expected most of humanity to be more nomadic and more keen to move around and explore, and thus keep gene spread high. However that didn't happen and I often why humans migrated and then stopped migrating as much.