Be aware that a passport can be fatal. Review the Joyce case here

https://en.wikipedia.org/wiki/William_Joyce

Joyce was an American and had American citizenship. His parents returned him to Ireland at an early age. He accepted a British passport and was presumed to have used that to enter Germany prior to WWII. After accepting German citizenship he aided them and after the war was sentenced to death.

You don't have the option to change your citizenship without approval of government (either legislative, executive or judicial or all three). The British hung an American citizen when they hung Joyce. The only connection to the British was his passport.

When you are traveling on a government issued passport then you might want to ask: Which of the presumed U.S. governments issued it? Was it issued to a citizen or a national? Is there a conceivable situation that results in the passport putting you in the same position as Joyce?