>There are many jokes about this "misconception" :) We were told we were Jews in Russia. We are told we are Russians in America. Even in Israel, Russian Jews are called Russians. So, ironically, if we want to maintain our ethnic background, we have to live in Russia/Ukraine :)
If it may make it easier to you, I was frequently thought to be a Russian while in the US.
At least, nobody here tried to call me an American... more than once.