You're thinking way too broad about this "background." For example in D2, the paladin was obviously black. Its true he may not be called "African-American" in Sanctuary, but there IS some sort of ethnicity going on. What would you say the ethnicity of the paladin would be??
And there is no conformity involved. I was just using a general ethnicity that would fit the Wizard. You and I both know that the wizard isn't from Asia, but has some sort of oriental ethnicity. Thats just you being a smartass. Of course the Wizard isn't "Asian" because they're not in "Asia."
Also, the developers of Blizzard had stated that the Monk consisted of some sort of European decent during a presentation at Blizzcon 2009.
Source: http://www.youtube.com/watch?v=XLDopEL4sPc (around the 4:55 mark)
Finally, Blizzard put in races and genders and such for a reason: DIVERSITY!!!
So the conclusion: the Wizard is of oriental decent.