I have gotten this question as well… mostly when I attended private universities on the East Coast. It was always white people who asked me. Even when they insisted they were complimenting me, the message they sent by telling me I was “exotic” was insulting.
Them: “Where are you from?”
Me: “I am from L.A.”
Them: (Redirect to another question because this answer is not satisfactory.) “No, I mean what’s your nationality?”
Me: “I’m American.”
Them: (Still not satisfied.) “Yea… I mean your sooo exotic…
I don’t care what your INTENT is the implication that I am NOT American because I am brown. I am not NORMAL because I am OTHER.
Being mixed-race, doesn’t mean other folks of color instinctively KNOW what my ethnic heritage is. Nonetheless they know it’s RUDE to outright ask someone about their ethnic heritage when you don’t know them because it’s perceived as a way to LABEL. Similarly, we wouldn’t someone we just met if they were gay/straight, Conservative/Liberal, how much money they made etc.