Extremely unlikely under FDR. Southern Democrats made up a significant part of the New Deal Coalition. There would be a lot of opposition among them. It's not impossible and could be sold as a cost cutting move, but unlikely.
If FDR dies not or cannot run in 1940 and Wilkie or another Republican wins, then it would have better odds. The GOP would have nothing to lose, and could pick up votes in 1942 and 1944 in Northern and Western states where there are some black voters. And not pandering to Southern concerns with duplicate facilities would save a small amount of money.