I hate being a cynic, but I think there's a non-zero possibility that Allen West makes a living by being a professional black conservative. Clarence Thomas is a conservative, period - no qualification needed - because he has ascended to a position from which he cannot be removed, short of signs of extreme physical or mental debility, and continues to vote conservative. Alan Keyes and Tom Sowell are the genuine article. Colin Powell, Condi Rice, Star Parker and so on - I think their whole schtick is being the token black conservative, and it's an open question as to what their real beliefs really are.
I think a number of so-called conservatives are really only playing a role for cash. Ann Coulter comes to mind.