They shouldn't.
During my long life I've always been aware of people celebrating their ethnicity with events and holidays. We still do a lot of that today and that's great because we all get to be one of the same for a day or so. We honor their particular ethnicity.
Our country should not be defined by ethnicity. So many people use the term 'African American' even though the country of Africa has a fairly healthy white population (millions actually). They don't get called African American when they move here.
There are also, I'm sure you are aware, black people living in Europe...Should they emigrate to the United States, I doubt that few would call those folks "Euro-Americans". Yet, they are.
This is all beside the point, however....It matters not what label other people may put on you, it only matters what you see yourself as. As for myself, I am comfortable with the idea of being an African-American, and am equally comfortable with the title American. You can call me whichever you like, or something else completely. Your label of choice does not define me.
And my label of choice, should I employ one, does not define you, in any way. You define you. No one else can, try as they might.
That being the case, I wouldn't get too hung up on the labels.
Just my two cents. If you see it differently, that's all well and good. No one here has a monopoly on virtue.
Perhaps the most important takeaway here might be tolerance. We all have our own viewpoints, and the true test of tolerance is whether or not we can tolerate a view other than our own. I may disagree with yours, and you with mine, but as long as we give each other mutual respect it's all okay.
Always a pleasure Boltlady. Have a wonderful day.