Being considered "Black" racially is more prevalent in the Western world. Those Ethiopian women you met were most likely raised in the US, right? So of course, they would consider themselves to be Black.
Within Africa itself, things are different. Outside of South Africa, "Black" as a racial term doesn't really exist on the African continent. From what I've seen and read, many Ethiopians view themselves as being "different" and "special" from other Africans (especially West and Central Africans).