Legal nationality is one thing.
Perceived ethnicity (by others) is a completely different thing.
It is also true that the way people perceive "others" as "not like us" (even if they have the same legal nationality) varies a lot from country to country...
The perceived differences range from physical aspects (looks), to culture, costumes, and language aspects ( pronunciation, vocabulary, slang...).
Some people had to live in different countries, when they were children, had to learn different languages in the first few years of their lives, and at the end some of them have neither a homeland nor a "native" language, and everywhere they go people notice that they are "not exactly like us".
It is a bit sad and unfortunate, people notice those little differences and behave (at first) a bit differently to them.
Zverev is legally German, but I don't know how German people perceive him ( I'm sure that German people would be very happy if Zverev wins Wimbledon, for example, but it wouldn't surprise me too much if some of them would be even happier if Wimbledon were won by "a more German" player).