What makes you assume Afro-Arabs do not exist? There are literaly millions of them throughout the Middle East and East Africa.
It just so happens I'm taking a class on the African Diaspora right now! In short, there are distinct ethnicities, like the Gnawa in North Africa and the Zanj in Iraq. Because race operated differently in the Muslim world, and because one of Mohammed's early followers was his black slave Bilal and blacks thus had a recognized place in Islam, blacks were generally not as oppressed in the Islamic world as they were in Christendom. This means they've generated less scholarly attention, and are less visible because 1) they were allowed to intigrate more fully and 2) the readers of this site, for the most part, do not live in North Africa or the Middle East.
Sources on the Gnawa: Cynthia Becker, “Hunters, Sufis, Soldiers, and Minstrels: The Diaspora Aesthetics of the Moroccan Gnawa,” RES: Anthropology and Aesthetics, 59/60 (Spring/Autumn 2011), 124-144
Chouki El Hamel, “Constructing a Diasporic Identity: Tracing the Origins of the Gnawa Spiritual Group in Morocco” The Journal of African History, Vol. 49, No. 2 (2008), pp. 241-260
Chouki El Hamel, Black Morocco: A History of Slavery, Race and Islam (Cambridge 2014)
If you'd like more about the history of this aspect of the slave trade and its modern day legacies, its worth noting that NYC's Schomburg Center did an exhibit about this topic recently and created a pretty great website about it...http://exhibitions.nypl.org/africansindianocean/index2.php
Not arab, but there are distinct slave-descent communities known as siddis, habshis or makranis along the west coast of india. Their origins too lie in the east african arab slave trade.