They ask these questions to me all the time and I'm a (non-dual) citizen. The EU and especially the UK is more intrusive about their questions. Switzerland is/was the least intrusive. China never asks me any questions, but Thailand and Japan might.
But I definitely agree that China seems to be the "easiest" in this sense. No questions at all. :)
Entering France: takes my passport, opens it, stamps it, no questions asked
Entering UK: tons of grilling, return ticket, etc, etc
That's with a non EU passport.
Even if you are registered by some other country in Europe (which was my case, they asked that before I said that I was registered)