I think that in a relatively new country with such a huge variety of backgrounds, some people probably really seek that sense of identification with something older. And with a lot of the early immigrants having changed their identity, or been forced to have it changed, there may be a desire to seek out answer. I can't say I'd ever reply to "what are you" with anything but a blank stare (uh, human? It seems a weird question.) or "where are you from" with anything but "Vermont", but that would be my guess.
My father's side of the family is very well documented, with a foundation, textbooks listing ancestors back to the 1400s, a historic homestead in Mass, etc. They are mostly Danish via England.
My mother's side gives me enough Abenaki blood to allow me to have tribal membership. The rest isn't very well recorded; some English, maybe some French Canadian.