So, where are you from?
You will meet many from my country who proudly proclaim that they are "Italian Americans," "Greek Americans," "Lithuanian Americans," "Japanese Americans" etc. In our world view, "heritage/culture" and "nationality" are two entirely separate, although nonetheless, inter-related conceptions of self. If you are born on American soil, you are an American. That means you have an American passport (yes, yes, you can make the snide remark here that only about 10% of us actually have passports), but it doesn't necessarily imply a particular ethnicity. I have a friend whose background is quite illustrative of this situation. His parents met at a U.S. citizenship class, and he explains, "I'm half Persian, half Dutch, and all American!"
From the beginning, we have been a society made up of people from all over the world, a veritable "melting pot." (Please note, I am not making a statement on "equality" or even "integration" here; a look at our history, or current census information, shows that we haven't made more progress in these areas than any other countries). Over time, that has meant a blending of different ethnicities, races, and cultures. This is probably why the seperation of "identity" and "nationality" continues to persist. People assert their uniqueness, their culture, their heritage by tacking on an extra word to specify which kind of American they are. This is, of course, not always a case of self-identification but one of eternal imposition by outside groups such as policy-makers, and it has also resulted in the need to be very "PC" in the way one talks about this subject whilst in the U.S., lest one inadvertantly offend someone.
Countries such as those in Norden, which had populations that were largely homogenous until the middle of the 20th century, still don't, on a large scale, distinguish between "cultural identity" and "nationality." This debate is particularily prominent in some of the former Soviet countries such as the Baltic states, which had significant populations of "Russian speakers" that were imported to work in Soviet industries. Post-independence, this has meant that there are large minorities, some who have never lived anywhere else than within the territory of their adoptive homeland, who are not "Estonian" or "Latvian" but who do not feel "Russian" either.
I've seen confusion, bafflement, amusement, and even resentment among some of my European friends who encounter an American who announces, "Wow, you're Swedish, so am I!" This is particularily the case in certain regions of the U.S. that have large populations of people of Scandinavian descent. This includes Minnesota and much of the West Coast. For example, a drive down the Pacific Coast Highway in the middle of June reveals many small towns which are holding their own Midsommar festivities and Scandinavian flags line the edges of the local Main Street. It's also been used as a wonderful marketing tool to promote local tourism; take the California town of Solvang, a small replica of a Danish village, whose claim to fame is the fact that it is the "Danish Capital of America."In these small communities, you'll find many Americans who are (or think they are) more Swedish, Danish, or Norwegian than the Swedes, Danes, and Norwegians themselves.
This can be taken to very high levels of ridiculousness. I have a friend who strongly identifies with his Irish roots, even though he has never been to Ireland, doesn't drink Guiness, and doesn't have a shamrock tattooed on his ass (at least as far as I know). He nonetheless feels a very strong connection to this land of his ancestors. His strong cultural identification, combined with a significant arsenal of historical knowledge and a whole lot of "piss and vinegar," has led to the development of what I can only call "antipathy" to all things English. Due to historical events, such as the Battle of Boyne in 1690, he has vowed never to set foot on English soil. This has even gone so far as to request his mother to re-route him through Charles de Gaulle in Paris so he could avoid Heathrow while en route to Italy.
I know that Swedes will continue to find it strange when they meet an American who says, "Wow, you're Swedish, so am I!" But please bear with us. In some senses, we are culturally confused. Discovering where your ancestors came from is one way in which to begin sorting out the age-old question of "Who am I?"
In fact, look at it as a way to promote Swedish exports abroad. Because, this strong need to find a connection to where we come from, or rather, where our ancestors came from, also results in the importation of silly and disgusting customs such as the consumption of "lutfisk." If eating lutfisk makes you feel more Swedish, then I say "Go for it." But personally, I don't think that eating lutfisk says as much about cultural identity as it does about "mental imbalance" or just plain "bad taste."