As a mixed-race individual, I don't face that question by default in the US. There are enough mixed people in the US that I don't get asked "where are you from." But as soon as they realize I'm half-Indian, they will hunt me down and ask me questions. They'll try to ask me my parent's names etc. (names signify caste)
It's sad behavior. If it helps, here's a comment I wrote about my travels in India that might shed some light on the phenomena;
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My travels in India have been revealing.
Caste and class are inextricably linked, and a part of their daily vernacular. They're used as descriptors, "s/he's an X" (as if that means something to me!) And there's a huge coded language with inferences going on. It's a bit like saying, "s/he's jewish". Something that just doesn't happen in the US anymore (unless you're around rather unsavory folks)
It's such a deep part of the milieu that I'm not surprised when I hear stories about it being exported.
True story. I met this Indian woman while working out of the local hipster cafe. We had mutual friends. And ended up going out for lunch.
On the way back, she started asking questions about my background. They grew intensely personal. Until she was interrogating me on the sidewalk.
Unsatisfied with my responses, she just gave up & cut to the chase, "What's your mother's caste?"
Last I checked, she moved to the States and is a contractor for a FAANG.
She's hardly unique though. Indian people cannot stop asking questions. Where are you from? Where were you born? Why's your skin so pale? Where are your parents? What do they do? Where did you go to school? Why aren't you married?
What's worse is that the society is insular. Even in a big city, few people socialize outside of, in descending order of proximity, family > friends of the family > classmates from elementary school > people from their high school > college > (perhaps, sometimes) work.
I have met people who have gone through their entire life without ever meeting someone from a lower social class/caste. Casual greetings with people who clean their homes don't count.
There's a lack of je ne sais quoi. A certain lack of creative energy. A kind of absence of the meeting of free radicals that sparks interesting ideas and art. Culturally, it's as if, the society has submerged itself in halon, determined to not let the sparks of creativity and genius spark.
This problem is so acute that every free radical I've met has done their very best to move away as soon as humanly possible.