Agree!
Many people called me exotic and I couldn't even start counting how many times in my life I've been asked about my background. As @pubic_assistance said people "can't quite peg what ethnicity" I am. I blend easy with natives in many countries.
My reaction to that question is based on context of prior conversation. I have many friends of different ethnicities and I did speak to them about it. We all agree that context is the key. It's not the best choice for a conversation starter or a small talk.
But after a few words, If I feel genuine interest or I'm interested in that person myself I will gladly talk about it and more. If the question being asked out of boredom or as a silence filler, or they state that they are "good at pinning it down", I'll do my "inner eye-roll" and suggest them to guess. No-one could guess my background as of now and I doubt someone ever will. I guess it's my way to feel a little smug about that situation and I have no regrets 🙃
Just show us that you are not just "curious" but genuinely interested and the conversation will go smooth like butt-er.