They won't notice that u have not returned ur Nepalese passport. There will be problem only if u use ur Nepalese pp. The actuall process is that u should file an application for renouncing ur Nepalese citizenship to Nepalese embassy or Nepalese consulate accompanied by ur original Nepalese PP and/or Citizenship certificate. I wonder how many do that. So just keep using ur US pp and never use Nepalese pp and u won't run into any issues.