Harry Kim was born in North Carolina, so if nationalities still meant something in the 24th century (and I would think they do a little, like being from a certain city or another today), he's American. As Sulu is, being from S. Francisco. Of course, he may have been born there and then grew up in Sweden, for all we know, and if that were the case I would consider him Swedish with my 21st century outlook. In his century, he's Human and that's it. Kim is a Korean sounding name, he quotes a chinese proverb in one episode and his parents speak with a slight accent. That's the extent of any ethnicity attached to Kim, which is as it should be I think. Picard's frenchness isn't brought up every damn second on TNG, and he's the captain and definitely French (though he "feels" British most of the time, true, what with the accent and the tea and Shakespeare. Just like mostly every character on Voyager "feels" American to me.).
Anyway, on the subject I share the sentiments of Ensign Ricky. And lots of nationalities were never represented by a major character, it's only natural.