When you live in Asia as an expat, the question of otherness is a statement. If you're white, you're presumed not to belong. (On the flight back from Japan last night, I ordered the fish. Unsurprisingly, a flight attendant came by to say "It is Chinese style. Is that okay?", presumably to make sure I wasn't going to give myself an accidental tracheotomy with a chopstick.) This leads to varying scenarios:
Very drunk ajosshi on the subway in Korea: "WHERE AHH YOU FROM?" Me: "I'm American." VDJotSiK: "OHH! AMERICA? WAAAAAHH! VERY GOOD! AMERICA NUMBA ONE!"
Random very handsome Filipino-looking guy in an office building: *German* Me: "Erm... sorry?" RVHFLGiaOB: "Oh, I thought you were German."
Same very drunk ajosshi on the subway in Korea, later: "WHERE AHH YOU FROM?" Me: "Germany." SVDAotSiK,L: "Oh."
Typical HK person: "Are you British?" Me: "American." THKP: "Really? You seem kind of... British."
Typical expat: "Are you... Canadian or American?"
My favorite response to this question, overheard: "I have a French passport."
In other words, being asked -- often within the first five minutes -- is inevitable. I think it's human nature to want to know. The problem is, it doesn't always play out well in the US, where people who aren't white are constantly -- and sometimes unpleasantly -- reminded that they aren't white and therefore must not belong.
I agree that it's generally a good idea to save whatever version of the "Where are you from?" question until it's germane, or at least until you know the person. On the other hand, in Asia, where people are more direct in their questioning (even with other Asians), the question is going to come up. One thing I appreciate about being here is that you can then get the ethnicity/nationality/identity question out of the way and move on.