Kenyan here as well. I too lament how Kenyans always treat foreigners better than they treat their own. Your story reminds me of the time when a Chinese restaurant in Nairobi was denying entry to black Kenyans [1], and this policy had persisted for a very long time, and nobody had the courage to step up and speak about it, up until the constant media exposure embarrassed people into speaking about it. When I travel to other countries I have to deal with prejudice and racism, it is just a major drag that I experience the same in my own country.

Anecdotal contribution as well, but I've noticed that Nigerians and various other West Africans tend to be more comfortable in their own skin than Kenyans, although I'm sure you'd hear similar stories of this type from them as well.

[1] http://www.dailymail.co.uk/news/article-3010690/No-blacks-Ch...