Mamie
I think the interesting question is why people need or want to acquire nationality. If we were young working people needing to cross EU borders to work then it would make sense for us. I completely understand why EU citizens in the UK now feel they need it, as do others vulnerable to changing policies in a host nation.
If our host nation is happy to accept us as we are and we behave within the requirements of that nation and make a positive contribution to it, then I am not sure why we have to "become" anything.
As for "where are you from" there can be a line of intent in the question between curiosity and racism. I think it should be pretty clear when that line is crossed.
It's an interesting question.
Years ago, nationality wasn't even a concept. There was loyalty to a tribe, but that wasn't necessarily connected to geography.