Since it hasn't been mentioned, genes that cause lighter skin pigmentation can cause differences in hair and eye pigment too. So lighter skin can be a beneficial adaptation for more vitamin d absorption that results in other phenotype expressions.

This isn't limited to things that "make sense" either. I'm not an expert, but when they were breeding foxes in Russia for more domestic traits (being docile, friendly) they found that more domestic foxes were also starting to express stuff like piebalding (spots, basically) and floppy ears.