Wikipedia suggests that they are filmed in color and the converted to monochrome on post-production
Since the 1970s, fiction feature films have been filmed almost exclusively in color. Some films after the transition to color are occasionally presented in black-and-white for budgetary or stylistic reasons. This is a list of notable feature films whose majority of running time is in black-and-white or monochrome/sepia tone and made after the 1960s. Many modern black-and-white films are shot in color and converted in post-production.
Obviously, there are exceptions (at the link) but, it seems pretty logical to at least have the option of switching back to color should there be a desire to do so.
I covered the reasoning (partly) in a question about this issue which is included in the list at the link.