It's also often a poorly worded question regarding your ethnic heritage. It's harmless conversation and I can't recall a time it's ever gotten weird as long as I was chill. People are curious if you're different, not just from the immediate community but from them personally. Imo it shows more empathy than being disinterested because you're pretending everyone is made of the same globohomo blob. Anecdotally, I've found the people who get the most offended you assume they're 'not from America' are also much more likely to be anti-American, and hyper-focused on their ethnic background while making no effort to actually learn about it.