That is true, but I have never realized that. Also, since it is further into the game, it doesn't matter who goes first. However, that is a very good point.
Why are all chess.com puzzle white to play?

Many of the tactics are from actual games. The compositions are usually white to play and in normal games white's win rate is higher so it is normal to have more white to play tactics.

It's interesting you brought this up. I just finished rereading 1984 (one of my all time favorites) and Orwell mentions this when Winston is solving a chess problem towards the end of the book.

Estragon pretty much summed it all up here, however since the OP would like Black to not be the loser so often I'll point out that endgame books (such as BCE for instance) often examine positions in which "White to move wins" but "Black to move draws" and such positions are often relatively common and they can occur with either side on the move.
The question plain and simple, why?
I mean the color won't make any difference but you know make it fair for both, black should get the chance sometimes