I think a lot of people here believe giving up Nepali Citizenship means giving up Nepali nationality. Even if you hold that blue passport, you can always call yourself a Nepali and do for Nepal as any Nepali Citizen would, and always be a Nepali (Look at some of the Indian, Italian and other ethnic groups in the US). Of course, you'll have to part with the Nepali statewood which is better as you are not liable to the Nepali government .