I wouldn't read too much into it. I'm white (living in Austria) and I also get a lot of questions like that from people I just met (although it's normally "do you want to go back home?" rather than "when are you going home?").
I think that in countries for which immigration is a relatively new phenomenon (unlike the US/Canada/Australia/etc) people are in some unconscious way more reluctant to believe that it's actually possible for people to move to another country.
EDIT: how do I quote?