Is being asked, "Are you an American?" a threat? I don't think it is. Now if some local toughs say " The first American we see here we're gonna beat, spit upon and rob!", then you should think about keeping a low profile & leaving the area asap.If some armed jihadist go into where you're having dinner and ask all Americans to stand up...hell no i'm not gonna get up, but if someone asks if i'm American i'll just say yes.
_________________________
....he felt the prompting of his heritage, the desire to possess, the wild danger-love, the thrill of battle, the power to conquer or to die. Jack London