Mr H. is a German. When this fact was introduced in Wikidata it was reverted; Mr H. was to be considered a national of "Nazi-Germany".
This raises an issue; when Mr H. is not a German all his victims are not German either. Arguably even the people who lived in the territory of Nazi Germany and were judged by its laws, are not necessarily Dutch, Belgian, French either.
This example is stark. However, the same issue exists in so many other contexts as well. Are the people who died before the break up of the Netherlands Dutch or Belgian? How to consider the people who lived in colonial times and lived in the colonies? What about the people who are only notable because of their actions in the USSR and now live in Russia, Armenia, Estland, Ukraine... ?
The categories of the Wikipedias are used to provide specific information for Wikidata items. For over 400 categories queries have been defined showing what Wikidata recognises as its content. All of them are in many parts; these are all about "humans" and items will only show when subsequent statements are true as well.
When "nationality" is involved, it follows that both the Wikipedia categories and consequently items in Wikidata suffer from the complexities indicated above. When for instance Spanish governors of Cuba are part of the category tree of Cuban people, it is arguably wrong. However the argument also has it in for the people who lived their whole life on the island that is Cuba..