I dated someone of Asian (Japanese, in my case) ethnicity once, as well.
It was no big deal for my family, but it was for her father. Even after we met and he came to understand that white American men are not somehow a subspecies, he always had his hang-ups.
She was (and still is) very close to her family, and dating me no doubt functioned as some sort of sacrifice on her part…in essence, she had to be willing to accept to derision of her family for me.
I have no doubt that many inter-racial and ethnically mixed couples face similar scenarios from one side or the other.
I say there’s nothing at all wrong with it, but for some it does present a sacrifice of some kind. Be prepared for that.