It’s primarily because the US was not designed to be tied to ethnicity (on paper) unlike most other countries at the time. Like The United Kingdom, it was a collection of peoples, not its own people. It’s like the difference between being British and being English. The former is a nationality that includes practically all subjects of the United Kingdom in the British isles, regardless of ethnicity, whereas English is an ethnicity from the Kingdom of England.

No one’s ethnicity is American, your ethnicity is whatever you (or your family) were before you were American. Hence the temporarily PC term of ‘African American.’