I shoot in raw. So must be the problem. ...
The shooting in RAW is not, itself, the problem here. The problem is not understanding what RAW fomrats are and how RAW converters work.
1.
ALL RAW formats are color only except in rare scientific cameras that only shot B&W.
2. All cameras
always shoot RAW and only RAW.
3. Cameras have embedded RAW-to-JPEG converters which are used to convert the RAW data to a JPEG for preview and, if you select JPEG as the save mode, to save to the memory card.
4. The camera settings for WB, contrast, saturation, B&W, ... are saved as notes appended to the RAW files when you select RAW as the same mode.
5. The setting note attached to RAW files are specific to the software in the camera and the camera manufacturer's software running on you personal computer. These settings are meaningless to any other software. When you convert a RAW to a bitmap format on a PC (Mac or Windows) the software can't make any sense of the setting notes in the RAW file and must, instead, apply its own defaults, either the factory defaults or some custom default you've created. Some RAW converters have only one set of factory defaults and others have a library of different defaults for different cameras. Either way, they don't read the notes in the RAW files saved by the camera.
What this boils down to is that for the B&W mode in any camera to work you must use that camera's own specific software, either the camera's embedded software by saving as JPEG or the standalone software supplied by the camera manufacturer specifically for that camera.
As handy as the in-camera B&W mode can be, almost always its possible to get better results doing a B&W conversion custom to each individual image. To do this, you must do the conversion as part of your PP routine.