I think it's because the column on the census form headed Nationality states:
State whether:-
(1) "British subject by parentage"
(2) "Naturalised British subject" giving year of naturualisation
or
(3) If a foreign nationality, state whether "French", "German", "Russion", etc.
As this was the first census where we have the original forms, completed by the householder themselves, some of them interpreted this instruction literally!