Thank you everyone for your advice.

I agree with ssNY on many point. Getting the US citizenship would really us travel freely and without much racisim. I remember travelling via Bangkok once and the treatment I got compared to my american friend due to the nepalese passport I held was very bad.

Having saying that, how hard would it be to get back the nepalese citizenship if they ever find out?

I do not have any property in Nepal, but was wondering if my parents want to pass down any to me at any point, how would that affect?