I had a Mexican American boyfriend once whose family called him "negro" affectionately because of his relatively dark skin. I believe "negro" is commonly used in Mexican Spanish and does not contain any contextual hint of disrespect. At least I've been told that by Mexican people.

By the way, there are analogous situations with words for LGBTQ people. For example, many gay people in the United States find the word homosexual to be distasteful if not downright insulting. (Largely because of its clinical roots as the diagnosis of a medical disorder.) But in many non-english speaking countries, homosexual is actually a preferred term, considered more respectful than other words.