There are only a certain number of relationships you can develop, after all. National clannishness tends to make people stick together. It's easier for minorities to be integrated in a small class. International MBA programmes tend to stress diversity, and make a point of mixing cultures, races and nationalities. This means that minorities will usually feel more comfortable than on a programme with a majority of nationals.
Some schools offer on-campus housing for religious minorities.
There is also an international residence hall, as well as one for women only. If you don't have a U.S. or European background, try and determine whether the mix at your school won't leave you alienated. That's not what you're going to business school for. T he main thing to remember is that there is no one degree for everybody. And no two degrees are alike.