>I'd say its probably picking up on the style of imaging, rather than anything anatomical

Certainly possible! They do control for hospital and machine …

>Race prediction performance was also robust across models trained on single equipment and single hospital location on the chest x-ray and mammogram datasets

… but it’s also possible that different chest x-rays were being used for different diagnostic purposes and thus have a different imaging style, which a) may correlate with ethnicity and b) does not appear to be explicitly controlled for.