This might be long and it might not make any sense, but I'm tired.
I kind of think of it this way, even though the two situations (the one I'm about to describe, and your situation) may not be exact parallels, but I kind of think along these lines.
For some people who go to very anti-Greek schools, are they going to parade around campus and claim to be non-greeks just because they other people may think they are not <insert any typical negative Greek stereotype here>??? would that be right? Probably not. If they don't understand what being Greek is, and yet automatically judge anyone walking by wearing letters or any other Greek shirt based on very narrow stereotypes, then that is just ignorant.
Same thing goes for pretending to be Canadian because other people might automatically think you are nicer because you didn't tell them you were American. Or whatever the case may be.
on a lighter note:
Maybe I'm just uninformed, but I don't understand why your security would be at risk in Rome or London?
I think I could understand Germany
hehehe j/k