Why did Master Sergeant Farell deny being an American?

In "Edge of Tomorrow" (or "Live. Die. Repeat.") the protagonist Cage was railroaded and dumped on the forward operating base Heathrow. He is woken with a kick, and has to deal with the man in charge of the new recruits, US Army Master Sergeant Farell. Cage asks:

Cage: Name is Farell (?)
Farell: That's right.
Farell: Master Sergeant Farell.
Cage: Master Sergeant Farell, You're an American.
Farell: No, sir. I'm from Kentucky.

Why exactly would Farell say that? He's obviously American. He's from Science Hill, Kentucky, in the US. His uniform has the U.S. flag on his shoulders. It seems odd he would deny being American, normally a point of pride for jar-heads like him.

Best Answer

According to this interview, it was more about attitude than location:

Tom also told me that Christopher McQuarrie wrote Master Sergeant Farrell with you in mind.
Yeah, Chris came in, and me and Doug [Liman] and Chris kind of worked that out. There was a thing where we were going to make him from Texas, but then we kind of made him this Kentucky guy. I think one of the best lines is when Tom says, "Oh, you're American," and I say, "No, sir, I'm from Kentucky!" And Tom loved that, because he's originally from Louisville. A lot of people don't know that. His mother is total Louisville, and she came out to visit, and she's a Kentucky lady, for sure. So I just played him like Randall McCoy from Kentucky.

The McCoy that Paxton speaks of is the Patriarch of the McCoy family, best know from the world famous Hatfield and McCoy dispute (yes, that was a real dispute).