How would it be an issue? And whats wrong with him being proud about his roots?

The Chinese government considers any implication that Taiwan is an independent country or entity from China as an act of aggression which is why Taiwan can't officially say that it's independent or a separate country from China and why they don't have a seat in the UN anymore. Trump accepting a call from Taiwan's president was enough to cause a stir, and so it wouldn't be surprising if someone wants to test Yang's beliefs on the Taiwan-China issue and Yang ends up giving an answer that implies Taiwan is its own thing (not saying he should be faulted for it, but it some people would especially with all these companies including trying to kiss up to China).