"They have been born here since George II I think?"

Does the country you're born in decide your nationality? It's a tad more complicated than that.

My mate was born in Germany. Does that make him German? He wouldn't say so. Spike Milligan was born in India but was not Indian, Freddie Mercury was born in Zanzibar, Audrey Hepburn in Belgium, Eddie Izzard in Yemen.

The great thing about personal identity is that you can't pin it down to simply where a person was born. The Royals are Germans.