Well I'm French (grew up and born in France, but my father is Vietnamese), and some people have trouble to accept that I am not from an Asian country. The conversation goes like this: "Where are you from?" "France" "Uh?? no, come on, seriously" "Yes, I'm from France" "OK, but... where are you born?" ""Uh... France...".
By the way, my wife is also Japanese... it's possible that our wives know each other :)