First of all, skin color is not due to the skin thickness. Blacks don't have thicker skins than whites.
See this study:
Darker skin color is more due to melanin. These pigments actually protect us from the harmful UV rays and person with white skin color is thus more susceptible to melanoma - skin cancer. (http://www.cancer.org/cancer/cancercauses/sunanduvexposure/skincancerpreventionandearlydetection/skin-cancer-prevention-and-early-detection-sun-damage)
This explains why we are less susceptible to the harmful effects of the UV rays (doesn't mean we are totally clear, just less affected).
Now is the oil rub good for the babies in the midst of an afternoon? You might want to look at any research work done on this regard, but I think you'd be safer with an oil massage around 8-10 am or after 3 pm. I think back home they do this around noon time because the warm solar rays would quickly dry off the oil.
Oil massage to the babies are good for their joints and skin. Moderate exposure to sun is good for the baby, including to raise their Vitamin-D level. People with white skin just cannot afford this "luxury" because of their susceptibility to UV rays due to lack of adequate melanin pigments.