We live in such a multi cultural society, specially here in the middle east,that makes it hard to always tell a person's nationality just by outer appearance.I get asked this question all the time!And so does my hubby and daughter.We certainly don't feel either inferior/superior to anyone to get insulted at such a normal break the ice type query.
If anyone feels insulted that you asked them the commonly asked "where are you from?"(in Arabic "'ain bilad?") then it's obvious they have some complex and/or attitude problem or perhaps they are extremely private!
However there is an exception to this rule and I learned this the hard way! You should never ask a person who states their nationality to be from a Western state, but has an obviously Asian/Arab look, the question "where are you from originally?" or "where are your parents from?" Some(not all) get very very offended by such a questions due to certain discrimination and other issues they have faced, all though we maybe asking this very innocently since it's not considered a degrading/rude question where we come from.