When you want subtlety and do not want light to overpower your room, black becomes a good choice. Depending on the choice of fabric used, the shade can diffuse different levels of light through it. A thick and opaque fabric can suppress almost all the light through it and so the diffusion of light will only be through the top and bottom of the shade. We in Woodooz Home Decor use fine quality cotton fabric for our black shades which allows for certain amount of light to pass through it, though it may be about 30 to 40% lesser than the lighter hued ones.
If you do not want to draw much attention to the lamp, if you do not want too much light in the room, if you love the subdued and muted ambiance that is just perfect for low light activities like quiet dinners or movie nights, black is certainly your color.
If you are still not sure, check out this post by Woodooz Home Decor on why you should never hesitate buying a black lampshade.