Anthropologically speaking-wise, I would hazard any of these things, which I am sure you already know as the rhetorical question above plus narrative suggests, and I am only mulling because this sort of stuff is what class discussions are made of:
Because people don't like to have their preconceptions about who belongs and who doesn't rattled.
Also, because they feel threatened by things (PEOPLE!!!) that belong neither here nor there (BELONG????), and when the mixed thing they are most comfortable isn't the thing you are, they get more rattled.
Because if they are the thing you aren't they feel rejected that you don't belong to their group, especially if they have taken to you, because then they lose you as an ally.
People don't like to be wrong, especially not about something as touchy as race, if it is touchy for them. Because if they got you wrong, they might get other people wrong, and that can be dangerous.
Because you are okay with whatever you are, and they might not be okay with whatever they are, and that's upsetting.
None of it is fair or rational, except because our ideas about race are such a mess, rational actually is irrational.
I am surprised you haven't been mistaken for Native. Not because I have an opinion about your Native or Non-Native Lookingness, but because that's a category people have trouble with on all kinds of levels.
Also, here is this:http://www.pbs.org/race/002_SortingPeople/002_00-home.htm
Which you might find interesting. I love doing this in class, because people are so engaged in understanding the difference between what people SAY to them about identity and what they as students PERCEIVE about the people who are saying things.