When I was young and experimentally idealistic I felt the same way. Thinking of myself as a world citizne, I phoned up the local branch of the UN and asked how I get a UN passport. The very aptient lady on the other end explained that governments hate people without citizenship because they think they might get stuck owing them something, and that UN passports were only issued to refugees who had lost everything, and even then the main function was not to admit them to places, but to have a document that could be associated with an exit date to ensure some transited out of a country.

I still think citizenship ought to be something you choose but in reality it is usually something that happens to you, based on where you emerged into the world and what citizenship your parents hold. This is not going to change for the foreseeable future.