I'm a US citizen and live in the US, but I'm going to tell FB that I live in the EU and must be protected by GDPR. Hope it works!
(Maybe "an EU citizen living in the US" would be more credible; at least not immediately contradicted by your IP address.)
Many European expats will have similarly US-centric data. I just don't know that Facebook can (or will be allowed to) determine my true citizenship.
But in my mind, that could easily end up being an issue for the (EU) courts. As a matter of disposition and policy, I see no reason why the EU wouldn’t want to fine Facebook for as much as humanly possible. I’m half tempted to apply for e-residency just to see what happens. It would be interesting if nothing else!