I haven’t seen any discussion of referring to ethnics in the United States as having American on the left side of the hyphen, which I think is a big mistake. I think, linguistically, if you live in and are a citizen of a given country, you should identify that, and then if you want to identify where you are from, you add that extra adjective with a hyphen. This was heightened in the immigration debate in this country. People would say that Ferrell is a Mexican-American instead of an American-Mexican, but the latter could provide an incredible difference in perception.
There are groups within countries such as the Flemish in Belgium or the Québécois in Canada who identify with their province or region. This is not unique for the variety of diasporas of different cultures living in a different country. In fact, the discussion can get downright nasty at times. . .