Read this article:-
Some quotes .. from the article
"They're asking me where I'm from, as if I'm not Canadian"
"It implies that I don't belong here"
"Here's a news flash: Canada is a multicultural country."
Since "Canadians" are from "Canada", then "Malaysians" must be from "Malaysia", right? Now try to re-enact the conversation by asking:-
"Are you Malaysians?"
Did you get an answer something like this?
"I am Chinese"
"I am Indians"
You may want to read past article:-