Firstly, the camera determines how the various colour are rendered into black and white. You can take some control back with filters, but more glass (or plastic) in front of your sensor risks reducing the quality of the image slightly.
Secondly, You might like the image in colour as well as black and white, when you see it on a big screen. Converting images from colour to black and white is easy, but if you discard the colour data in-camera, you cannot get it back.