they say this because they feel that you have to have been born Japanese to be properly exposed to all of the kata in their society.
Not sure if you are joking or not (with the little smiley at the end there!), but just to add that (at least in modern Japanese society) being "Japanese" is largely defined by your ethnicity, not your culture. While I love many things about Japan, this is not one of them, as I know many "foreigners" that have been born and grown up in Japan their entire life, but are not considered "Japanese" because one, or both, of their parents are not ethnically Japanese. In the same vein, ethnically Japanese people born outside of Japan and then returning to Japan later, are fully accepted as "Japanese", even if they do not know anything. It's a big weird!
The funniest thing I read once, was a post a friend who had just gotten a baby, put up. While reading up on material for his newborn, he encountered the quote, "Be sure to feed your baby lots of rice, or it will not grow up to be a proper Japanese". Fun (scary?) stuff!