Given how young form of a state it is, nonsense. For most of history your "nationality" has been utterly irrelevant to what "state" you live under, that being ultimately a question of who could stake a claim on the place you live in and enforce it. "Ultima Ratio Regnum", "Final Arbiter of Kings", was apparently once the rather succint motto of the French royal artillery, which rather well sums up the gist of it...
A state is formed out of someone bringing all the kinds of little communities people otherwise live in under the aegis of one leading entity. Both the exact details of that snowballing, those component communities, and the actor assuming the leadership/authority are rather cosmetic; as is the scale of the affair. The point is, the pattern is quite universal.
Merely as one example, much of the history of Europe since the fall of Rome is about diverse ambitious actors absorbing other communities, groups and whatever under their rule; and of such budding central states trying to impose their authority internally over any mind-boggling hodgepodge of uncooperative feudal barons, free cities, Church estates, ambitious pretenders, bandit kings etc. refusing to care much about their claimed sovereignty.
The modern "Westphalian" state is more or less the end product of that lenghty and convoluted developement - of the nominal sovereign state making the claim factual inside its dominions.
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