I know that apparently, some American travelers put Canadian flags on their luggage or carry on then claiming they’re from Canada (the dead giveaway on debunking this is their passport, since how can you be “Canadian” when you have US citizenship unless you’re a dual citizen in possession of both nationalities) since some of them have hatred towards the US or feel ashamed of the country due to its internal affairs.
If someone asks where you’re from, why not just say something witty like, “From the states. But don’t let that fool you; I’m actually a very nice person.” If you really want to be friendly and cordial with the people of a country you’re visiting, maybe don’t start by lying to their faces.