Throughout the series, especially this early in the run, Carlton is portrayed as being extremely naive about the world and how it works due to the fact that he was sheltered and spoiled his entire life. He may have been aware of racism (as evidenced by his comment to Will that 'things might be like that where you come from'), but it was something he'd never believed he'd have to deal with because of his status. This was the first time that he experienced it, so it was a shock to him as he didn't believe or understand that his status meant nothing when it came to racism and that he could still fall victim to it.