Does it go back to Ellis Island at all.
Certainly in the West of Scotland the ghettos were deliberately created. Miners from Ireland would be put in a village with either other Catholics or Protestants.
If your people were similarly divided, by country of origin one could see how the whole prefixed national identity would evolve.
And also the Irish and the Italians are particularly proud of their national identities, one could also see how a mere handful of generations would not remove that.
Congratulations; you've just rationalized your nit-pick.

Actually, my take is picking nits as well:
For the most part, while the entire Ellis Island episode and the attendant (other-than-black) racism is a lesson in overcoming differences.
The irony was that when the Afro-American reference became de rigueur, blacks were greeted with responses intended to communicate the easy-to-point-out aspect of it's redundance (as in, "yes, we can see that you are from Africa"), which was at once cruel and easy to shrug off.
Unfortunate, yet true, and this current phenomenon springs from a misguided urge to compensate and accomodate - the fact it is perpetuated by liberalism is kind of a dirty secret.