Edit: wording
It's rarely out of malice. But that doesn't really matter. If you get asked it enough, you will start to feel like you don't belong.
As an aside, I have a last name with an unusual spelling. Literally everyone who sees it asks how it is pronounced, followed by where it is from. It is just a fact of life.
By asking the question, people clearly want to know more. Sure, they might be asking the wrong question, but the reality is, they are trying to include you.
If people didn't want you to belong, they would just make the assumption on their own and not ask (and probably avoid talking to you altogether).
"Where are you from?"
"Cleveland Heights."
"No, but like, where are you from?"
implying that this brown individual must surely have wound up from some far flung corner of the world, and that they couldn't have possibly been a native born person.
What of it? If you have some characteristic that is unusual (within a group such as local community) people will notice and be curious.
That is basic human nature, not lack of friendliness or malice.
In her case, she used the exact same vocabulary but it was much more obvious she didn't mean to imply that they weren't native born because she herself was not native. Context is important in conversation, but there is such a thing as regional mannerisms. On the west coast my vocabulary was certainly brought up for being just a tinge different.