As I understand naturalization it is a pointless question. Whether I was naturalized at birth or at a later date is entirely irrelevant. In case anyone is wondering, I'm white and a native speaker of English who doesn't speak any other language.
The question is not simply pointless and irrelevant, it is potentially illegal. Border agent may be giving you grounds to claim discrimination on the basis of national origin, which is illegal (similar to asking applicant's age on a job interview).
But it only works this way if you're a US citizen. With any other status border agents can do and ask pretty much whatever they feel like.
