"A Somali arrives in Minneapolis as a new immigrant to the" joke

A Somali arrives in Minneapolis as a new immigrant to the
United States. He stops the first person he sees walking
down the street and says, "Thank you Mr. American for
letting me in this country!" But the passer-by says "You are
mistaken, I am Mexican".
The man goes on and encounters another passer-by. "Thank you for having such a beautiful country here in America!" The person says "I no American, I Vietnamese."
The new arrival walks further, and the next person he sees
he stops, shakes his hand and says "Thank you for the
wonderful America!" That person puts up his hand and says "I am from Middle East, I am not an American!"
He finally sees a nice lady and asks suspiciously, "Are you
and American?" She says, "No, I am from Russia!". So he is
puzzled, and asks her, "Where are all the Americans?" The
Russian lady looks at her watch, shrugs, and says...
"Probably at work."