It's really fucking common in the internet wild. It's even common offline.
"Just pack up your entire life and move out of here if you don't like it here. No one is holding a gun to your head to stay." 
Oh, I did, but it took years of planning, preparation, savings, and an early retirement with the penalties that entailed. There was no gun, but I couldn't whisk myself out of Bazinga Land in CA any faster than I could sell a flooded house to Aquaman.
That's it. That's the post. No one held a gun to my head to post this, but I did it anyway.
where would they send you? I'm sure part of the bureaucratic process for this is them asking "what is your other citizenship and can you prove it?" and if you can't they just don't process it. Not because they necessarily care about your personal status but that it would become a bigger hassle to deal with some person who is legal nowhere than to just forgo the $4000.