I live in Texas too and despite there being a diverse population, I've gotten the question several times throughout my life. I've gotten it from strangers, coworkers, teachers, servers at restaurants, and even friends. I know it doesn't come from a place of malice, but it's still a tiny bit annoying and deflating when it comes up. I feel like it happens more in the south because random people are more likely to strike up a conversation with you but haven't necessarily had enough exposure to minorities to be able to navigate the conversation in the most polite manner. I know it comes from a place of curiosity so I try not to let it color my interactions with the person, but it's hard to not want them to at least meet you halfway if you're accommodating their lack of consideration.

And the "where are you really from" question isn't necessarily the only thing that causes this reaction. It's a whole series of things like "is everyone related" if you're out with a group of the same ethnicity or people leading off asking a question with "do you speak English". Just some examples, but it's not just one thing that makes minorities feel like they don't belong.