Those ethnicities are specific to Faerûn; other settings have their own ethnicities.
As you correctly surmise, the Player’s Handbook clearly defines the nine major ethnic groups as specific to Faerûn, that is to say the Forgotten Realms, while the Sword Coast Adventurer’s Guide contains further information specific to that same setting, given that the Sword Coast is a place specific to Faerûn. The Imaskari, for example, are descended from the people of the empire of Imaskar.
While officially no one setting is the “core” setting for D&D 5th edition, in practice, the Forgotten Realms is given focus in the Player’s Handbook, considering that its human ethnic groups are listed there.
However, other D&D settings have their own ethnicities.
For example, Greyhawk. The prevailing ethnic groups are the pale-skinned Suel, the golden-skinned Baklunish (who destroyed each other’s empires in an ancient magical cataclysm), the Flan (natives to the Flanaess, the primary continent of the World of Greyhawk setting), the Oeridians (founders of the Great Kingdom), the dark-skinned Olman, and the river-dwelling Rhenee. None of the Forgotten Realms ethnicities appear in Greyhawk, although someone can canonically travel between those two worlds.
In Eberron, humans have varying skin, eye and hair colour, but the setting glosses over the exact details, and does not name specific ethnic subgroups. According to a comment by Eberron creator Keith Baker:
This is a case where canon Eberron simply doesn’t make an effort to accurately model demographics in our world. The premise is that your human character can look like what you want it to look like, and we aren’t concretely mapping skin color to region; essentially we are looking at HUMANITY as a “race” and cosmetic variation within humanity as a player choice. It’s not realistic, and within your campaign you can certainly decide to do otherwise, but it’s not something that will be defined in canon.
Dragonlance has its own ethnic groups detailed here including the Abanasinians, Arktos, Cobar, Ergothians, Horselords, Ice People, Istarians, Kazar, Kharolish, Lemishite, Nerakan, Nomadic Humans, Nomads of Khur, Nordmen, Schallsea Folk, Solamnics, Tarmak, Tarsian, Thenolite, Uigan, and Wemitowuk.