It's a bit weird from the outside tho cause if you're a white south-african and you hear the phrase used in America you'd be like "oh, I should refer to myself as an African-American" although unlike Americans, people generally only refer to themselves as being from the place once they have citizenship (and would therefore have learnt the intricacies of the American phrase) and even then many people choose not to.

American: "I'm Irish" Me: "No, you're not"