Is it a bit odd that I do this?

This is a natural reaction. You feel suspicious or do not trust them in the sincerity of their offer of friendship because you have been rejected so many time before. Plus perhaps try to hang out with many different cultural groups. Maybe you will get better results that way. I am a Colombian and i know it sometimes bothers me when people act as if their Hispanic or Colombian when they are actually born somewhere outside of those countries. Hispanics (at least the ones I know) tend to be overly aggressive by nature. But that's just because of the conditions and environment they come from or were raised in. The Hispanics I know are very united and greatly dislike someone who they don't consider part of their group that come and try and join them. Just continue to be nice to them. They will eventually accept you.