That's interesting. EN 12811-1:2003 says that materials should comply with EN 12811-2. I don't have the latest version of this latter one but the draft I have says that corrosion protection can be paint, galvanizing or other similar. The yield strength of the tube is a different matter. EN39 predates 12811 so I would have thought that the latest standard took precedence.
Does anyone have a current copy of 12811-2 to tell us what it allows in terms of protection?
Black tube may be ugly and may produce rust stains. Rusty tube is better at resisting slip than galvanized tube - coefficient of friction is 50% better than galvanized tube when used with a galvanized coupler. (The science of scaffold fittings is not simple but the fundamental physical force at play is friction.)