Why are Rocket Lab's and other rockets painted Black? Shouldn't they be painted white to reflect most light and therefore absorb less heat from sunlight?
Rocket Labs Electron rocket is made of carbon fibre, this gives them the black color you describe. It is not painted black deliberately, in fact they do not paint it at all to save weight.
The Falcon 9 is painted white partly to preserve the aluminium structure, partly to increase its albedo. However SpaceX have stated that the thermal effects are so minimal that it is not worth their time to clean re-used boosters, the instead letting them get dirtier the more times they are launched.
Having a suitable thermal coating is far more important for upper stages which spend a significant amount of time in space, than it is for lower stages which are only used for a few minutes.