I am not sure whether the ToE would suggest that dark-skinned Africans came about through the natural selection of people who produce more mellanin. I somehow doubt this.
Indeed, the darker skin is considered the more ancestral phenotype. This should be obvious considering that Africa is the area that modern humans are thought to have migrated out from.
Also, there doesn't seem to be an advantage to white skin- dark skin should also be a plus in cold climates because it absorbs heat.
There are advantages, the migrating populations who moved to cooler temperate regions like northern Europe would not recieve the same benefit of the melanin in terms of sun protection, and might in fact suffer due to a reduced production of vitamin D in the weaker light. Darker skinned children in cooler temperate climates are consequently at higher risk of suffering rickets although diet or supplementation can address this. Therefore the loss of high melanin levels is beneficial in the cooler temperate environment.
Your point about heat absorption is arguable since in more Arctic regions populations like the Inuit do indeed have darker skin, the most current explanation I have seen of this phenomenon however is again related to vitamin D, namely that the Inuit diet is high in oily fish which naturally contain high levels of vitamin D.
TTFN,
WK