HUH? Where do you see disdain? He's spent his whole life there. The American part is implied. Everyone refers to themselves by their heritage in the US/North America. Cain is still American lol
He has never exhibited pride in the USA whereas he talks endlessly of his love for everything Mexico. I sense that he has very little, if any, pride in the country that has allowed him to earn everything he has.
Of course I could be wrong but until he actually says a remotely positive remark about the USA, I will always see him as someone who prioritizes a foreign land over their true home.