I get this all the time. Understandably: Most people don’t expect a Caucasian to have Japanese citizenship. It’s just a shame they so carelessly articulate their surprise. No matter where I go, a natural curiosity about my background soon turns into vocalized judgment.
Source: http://www.japantimes.co.jp/community/2015/08/02/issues/claiming-right-japanese/#.Vb38Y-N4XCQ