White's his favourite colour. It should be black, to go with his nickname, but maybe choosing a different colour is another way of running from his past. Or something.
Really, he likes the colour because it reminds him of stuff he likes. It reminds him of the moon, pale and luminous, straddling the night sky and shining down on a carefree woman in a yukata. It reminds him of Lil' Princess, with her porcelain skin and shining wings. And it reminds him of the plastic cups his noodles come in.
It also reminds him of milk. And nothing beats that.