The map is somewhat misleading, because it doesn't show the internal borders of the colonies. For example Egypt was a protectorate, and held control over Sudan in conjunction with Britain. However Egypt, Uganda, and Kenya were separate territories. The same is true of Bostwana, South Africa, and the two Rhodesias (and actually Northern Rhodesia was originally two colonies). On the French side Mediterranean Algeria was considered part of France, Morocco and Tunisia were protectorates, and French West Africa was a confederation of multiple colonies. In reality Africa was more or less split along the borders set up during the Scramble, it's just that the map in the OP doesn't show those borders.
This. To nitpick, a lot of the internal subdivisions within each colonial sphere (that however divided
separate colonies) were decided significantly after the Scramble itself, particularly in French West and Equatorial Africa. Even then, essentially all the borders tended to be drawn at the colonial administators' whim; only rarely the extent of pre-colonial states (which had no concept of "border" in the modern European sense anyway) was taken into account, the main exceptions being North Africa and whatever borders Ethiopia, because those states mantained continuity.
I think that Benedict Anderson was onto something when he discussed "pilgrimages" - the national space imagined by the nationalist elite was the administrative space designed by the colonizer - because those administrative spaces enclosed the area whithin which an educated native could move in pursuit of career (Anderson explains this point better than I did).
So a united independent West Africa would have been conceivable IF it had a concrete reality to the eyes of the native educated elite who ran the lowwer tier of its administration (among other things), that, if it had concrete administrative reality (as Belgian Congo, the Dutch East Indies or British India largely did). Problem is, running things in Niamey with central administration in Dakar is a pain, unless the French invested a helluva lot more in infrastructure education etc. - like the British did in India, except that India was immensely richer tha French West Africa so it was worth it - Britain
profited from the infrastructural investment in India.
However, if French West Africa got independence in one piece in conditions similar to OTL, it may be problematic to
stay one - a lot of areas would feel marginalized and start to think they'd be better off for themselves, and the central government is going to be faraway, and poor - they might let go some of the more troublesome peripheries to focus on a smaller core. Note that this happened all the time IOTL with the much smaller entities we had - Mali and Sudan are prime examples, and even Senegal had a lasting secessionist insurgency in the remote Casamance province.
An independent united Former French West Africa would have to be significantly richer and better connected than IOTL at independence in order to be at least somewhat stable.
French Equatorial Africa, I agree has a somewhat better chance, at least if don't insist on keeping the far Saharan bit into it (would give you a reverse South Sudan - well, the area did rebel routinely IOTL within Chad, but in Chad is small enough that northeners have clout, so they could aim for control, not secession - and largely succeeded). Better riverine routes are of some use, among other things.
Again, however, I do think that French Equatorial Africa would need considerable luck to end up particularly more stable or richer if it acceded to independence as a country, its colonial history being the same (also, there are legal questions regarding Camerun, which was a LoN Mandate).
British East Africa was considered even in colonial times. Geographically it can be done, but the conditions of the Scramble and its aftermath created a situation where unifying Kenya, Uganda and Tanganyika was politically and legally impossible. Presently (with a very different situation) there is, as noted, a lot of push for it, but the project is experiencing a lot of fits and delays - some if them are low-level politicking and things like indentity and nationalism, but there are also real structural factors.