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...