Is Asian skin more prone to hypopigmentation after FUE hair transplant?

Everyone heals differently.  It isn't always related to race or ethnicity.  Some Asians do fine with #2 guard some may not.  This is true for Caucasians as well.  Asians have BLACK hair on FAIR skin so this contrast may stand out more.

Since the scars are light, they tend to stand out more on darker skin than lighter skin. But the scars themselves are the same for most skin types.
Also, Asian hair tends to be less dense, so an FUE scar may simply be harder to hide and thus more visible.

It is no worse in individuals with darker skin, just more evident. The lighter the skin the less evident with loss of melanin (Skin pigment).