From Wikipedia, of all places:
In international law, nationality is the status or relationship that gives a nation the right to protect a person from other nations. Diplomatic and consular protection are dependent upon this relationship between the person and the state. A person’s status as being the national of a country is used to resolve the conflict of laws.
Nationality is also the status that allows a nation to grant rights to the subject and to impose obligations upon the subject. In most cases, no rights or obligations are automatically attached to this status, although the status is a necessary precondition for any rights and obligations created by the state.
Within the broad limits imposed by few treaties and international law, states may freely define who their nationals are and are not. However, since the Nottebohm case, other states are only required to respect their claim to protect an alleged national if the nationality is based on a true social bond. In the case of dual nationality, states may determine the most effective nationality for a person, to determine which state’s laws are most relevant. There are also limits on removing a person’s status as a national. Article 15 of the Universal Declaration of Human Rights states that “Everyone has the right to a nationality,” and “No one shall be arbitrarily deprived of his nationality nor denied the right to change his nationality.”
Nationals normally have the right to enter or return to the country they belong to. Passports are issued to nationals of a state, rather than only to citizens, because the passport is the travel document used to enter the country. However, nationals may not have the right of abode (the right to live permanently) in the countries that grant them passports.
Nationality versus citizenship
Nationality is legally a distinct concept from citizenship. Conceptually, citizenship is focused on the internal political life of the state, and nationality is a matter of international dealings.
In the modern era, the concept of full citizenship encompasses not only active political rights, but full civil rights and social rights. Nationality is a necessary but not sufficient condition to exercise full political rights within a state or other polity. Nationality is required for full citizenship, and some people have nationality without having full citizenship. A person who is denied full rights is commonly called a second-class citizen.
Historically, the most significant difference between a national and a citizen is that the citizen has the right to vote for elected officials, and to be elected. This distinction between full citizenship and other, lesser relationships goes back to antiquity. Until the 19th and 20th centuries, it was typical for only a small percentage of people who belonged to a city or state to be full citizens. In the past, most people were excluded from citizenship on the basis of gender, socioeconomic class, ethnicity, religion, and other factors. However, they held a legal relationship with their government akin to the modern concept of nationality.
United States nationality law defines some persons born in U.S. outlying possessions as U.S. nationals but not citizens. British nationality law defines six classes of British national, among which “British citizen” is one class (and the only one having the right of abode in the United Kingdom). Similarly, in the Republic of China, commonly known as Taiwan, the status of national without household registration applies to people who have Republic of China nationality, but do not have an automatic entitlement to enter or reside in the Taiwan Area, and do not qualify for civic rights and duties there. Under the nationality laws of Mexico, Colombia, and some other Latin American countries, nationals do not become citizens until they turn 18.”
Food for thought. Retain your nationality, change your citizenship to suit you best.