It's interesting, but they are only using a few carefully selected alleles. So it is not really representative of the actual genetic diversity. Different alleles would give a very different pictures. That's why each study shows a new pattern of clustering - occasionally contradictory. You can find other graphs like that on
Dienekes' blog.
This is quite obvious. Although some alleles can be found across all ethnic groups, many are limited to some continents, regions or ethnicities. For example, all blood types can be found all over the world (frequencies for each type obviously vary by region), while the allele for a disease like Hemochromatosis is limited to people of northern European descent. Some SNP have no known physiological or medical effect, but can be used to determine ethnic groups because they are limited to some specific populations. Overall, there are probably more allele variants that are shared by all humanity, but those specific to some ethnicities or families are nevertheless numerous enough to categorise humans in groups.