It's kind of beating a dead horse, but it's because it's what most of us were brought up to like. When I was little, my mom pressed my hair every week and then relaxed me when I was 4 or 5. I used to have a serious complex about my new growth, being relaxed so young. I hated the feel of it. I remember once, I took scissors and snipped away the new growth at my nape because it didn't "feel right."
And then my parents wondered why I had problems being black when I was little. Even just in the early 90's when I was a kid, I don't remember black women being acknowledged as much as they are today. I thought only white women were pretty/could be pretty. My mom would always tell me, "Black women are pretty. Don't feel bad about yourself." and then turn around and tell me I didn't have "pretty white-girl hair" when I would get my hair wet.
But what I find interesting is, so many white people seem fascinated by our hair/want to know why we straighten, but how many of them would actually want our hair? My guess is, not many. Like someone else said, straight hair can be turned kinky. Some Asian people do it because they like the look.
I think white people don't get kinky hair because they don't want it. They complain about having to do a quick wash most/every day, so the detangling, moisturizing, etc. would blow their minds. This isn't anything against your friend, OP. I have white friends that ask similar questions.