Why do all riders in the Tour wear WHITE bike shoes?
They don't. Here are some links to examples:

https://www.bikeradar.com/features/tour-de-france-shoes-gallery/
https://www.bikeradar.com/features/top-5-custom-road-shoes-at-the-tour-de-france/
https://cyclingtips.com/2019/07/photo-gallery-the-best-shoes-of-the-2019-tour-de-france/

You can see some blue ones, yellow ones, orange ones, black ones, purple ones, etc.