I don't think ethnicity has anything to do with level of ticklishness. I do think that people's attitudes on tickling are in part formed by their culture, and that may explain a lot of the differences that folks seem to notice between various nationalities/regions/ethnicities and tickling.
For example, I remember reading one thread on here awhile back about tickling in Eastern European cultures. I think it involved someone who grew up in Russia talking about bedtime stories where the main character gets lost in the woods and tickled to death by wild women, and that this is a common theme across Eastern European lore. So it would make sense then if folks from a culture like this would be more comfortable incorporating tickling into their everyday lives, as opposed to we Americans, who seem to view any form of touch as either a religious offense or an incident of sexual harassment.