Calling all Americans Yankees is exactly like calling all Britons English. It's not a slur unless used as one (Yankees are, roughly, people from New England/northeast U.S.) but many people will take offense when incorrectly labelled so - even if "no one cares". You could imagine a Breton's reaction to being called a Parisian to be roughly similar. Or a self-professed Catalonian being described as Castilian. Or an American asking about best place to get currywurst or bangers and mash in Paris, I mean all these places are pretty similar anyway, y'all listen to Eurovision, sorry if that offends you...
To the outside world, most Americans are and sound pretty similar though. Sorry if that offends you.