They're not supposed to (according to for example the Foreign Intelligence Surveillance Act of 1978).
If a US citizen needs to be spied on by the US government, the FBI is supposed to do that.
Semi-autonomous collections systems generally aren't capable of determining citizenship.
Once the data is at rest, much of it is made available to a surprisingly large number of federal and state agencies - and even local agencies via fusion centers, etc.
The system is built for dissemination. Within that, some checks on citizenship could be possible for some data. But even then, once a foreign person is part of the data/comms transaction, all the related data is available - citizenship of the other participants is no barrier.