It is a phenomenon noted and acknowledged by an anthropology professor at my university who very nicely pointed it out to a predominantly Hungarian class and asked them why? The response, at first, was, of course, denial. The hypothesis was protested against and was called untrue, but then when damning evidence, their own clothes were pointed out, the class reluctantly agreed to it and then tried to point out why this could be the case.
A plausible reason was that black absorbs heat so when Hungarians wear black they think that they would be slightly less cold as compared to the people who are not wearing darker clothes. It ought to give them the feeling of warmth in the brutal cold.
Another reason that was pointed out in class was that it flatters your figure, which is a good enough reason to be wearing a specific colour.
Black, as it turns out, has a quality to it that makes you look better and somehow hides all your insecurities, which is one less thing to worry about in the cold weather when the weather is already a cause for worry.
An interesting reason, which was my personal favourite, was that the clothes are just reflecting the weather which is already dark and morbid. So, basically what this person was trying to say was that the weather is already cold and dark and the clothes are just an extension of the same.
There were several other reasons, such as it is what is available in the store; or, as modern people like to call it: capitalism; and Hungarians are not happy in the winter and are mourning the death of hotter weather; among other things, which were plausible theories, but did not sustain and were argued against and let to rest.
But, as the class came to an end, the whole class, which in the beginning was in extreme denial, came around to the hypothesis, and it was agreed upon as a fundamentally valid theory and was acknowledged as whole and complete truth.
But if you have the slightest doubt about anything, I urge you to take out your headphone, look up from your phone, and notice if the theory is wrong. I dare you.