They see a black man with a white woman
At the top floor they gone come to kill King Kong
Similarly to King Kong, Kanye is black, loves a white woman, and is on the top floor (penthouse rather than roof, in Kanye’s case).
This is the first of two film references that create an extended metaphor throughout the song. King Kong is a fictional story, it’s the media/industries interpretation of not only interracial dating but of Kanye himself. The media portrays him as a train-wreck, an ape in a white mans world. They continually try to knock him down, continually bash his choices and do not appreciate the beauty of the beast.
It’s also worth noting a recent and notorious case of the media stereotyping black men in this way — in 2008, LeBron James was the first black man to ever appear on the cover of Vogue, and this is how he was portrayed:
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