I just noticed that in Canada, "Canadian" actually got a plurality of responses for ethnicity (including a super-majority in Quebec which didn't even have the highest percentage of "French" respondents), so that's one area were Canada is actually dumber than us. At least this "American" stupidity here is concentrated only in one (very stupid in general) area.
The "American" self identification thing is mostly driven by Scots-Irish ancestry rather than region, and just has a regional correlation, because the Scots-Irish tend to be concentrated in one part of the country. At least that is my perception, and what I have read to my recollection.