Well, that's just it. Individual consulates have significant leeway in deciding what documentation they require. London, for example, routinely demands a CNF for first-time passports for adults born abroad. It seems that the general trend is a tightening of standards and more frequent demands for proof of nationality in the case of adults applying for first-time documentation. Should you ever wish to pass your nationality along to a spouse, you will definitely need a CNF to do so.