You make some fair points about money and mistrust but the parent's argument is not unfair. You mention that you "became a Swede" by adopting Sweden's values. America doesn't have one unified set of values due to being so big. Sweden is smaller than Ohio by population. Ohioans generally share some values, but they are quite different than people in Massachusetts or Mississippi. America is closer to the EU's scale, and the EU has plenty of idealogical differences between member states. Do the Greeks trust that the Germans are looking out for their best interests?
Like dtwest says, you have embraced the local culture.
If someone from let's say, a rural village in central Asia, will immigrate to Sweden and will hold on to their original culture, I doubt the average Swedish guy will be as happy to pay that guy's medical bills, the same way they'd do for someone who does holds a similar culture.
