Although race isn't mentioned until the last line of "Yet Do I Marvel," our speaker spends the first 13 lines setting the stage for that last minute turn from a general discussion of God and suffering to a specific concern with being black poet. It's short and quick, but the speaker's curiosity about race in the last line intensifies the rest of the poem, and homes in on what the speaker's really after: the paradox that a good God could make a poet black in a world where black poets get no respect.
It's not a race to the finish, but racial identity is like a victory theme song that booms in the last two lines of this sonnet.
There may be a lot of things that make you go hmmm in the world, but for the speaker of"Yet Do I Marvel" being a black poet in early-20th century America is one of those confounding things that anchor this poem in wonder.