The typical path to determining causality for a variant is: Variant -> (Gene expression or some other molecular-level phenomenon) -> Phenotype. Actually, associating a variant with a phenotype is the easy part, determining what happens in between is much harder. Another hard part is determining which variant does something since variants are highly correlated with each other.

I am not sure I understand your question exactly so I'll give a few different answers. One is that I see no difference whether the phenotype is behavioral or some disease occurring below your neck. It all depends on the statistics and effect sizes of the phenotype and how good a predictor "race" is.

Another is that actually it is much more difficult, obviously, to determine causality than a correlation, regardless of what you are correlating with what.

And a final answer is that we generally consider a causal relationship between genetics and a phenotype proved with acceptable levels of error if the two are correlated, and we control for all the environmental variables we can, and the correlation remains. You can also look at heritability with twins separated at birth and raised in different environments and other such experiments to control for environment.