The truth is that almost all Asylums are sought from 3rd world countries (check out the list of countries at BCIS website). The only european country from which asylums were sought is Romania.
Anyway my point is that 3rd world countries are all screwed up (including Yours truly's) and that is the reason we sought asylum in the first place. So they are not at all concerned who gained another citizenship. (India was very strict in this regard, even they have recently loosened up rules on dual citizenship).
So don't worry and just chill. Your country doesn't care where you have vanished and quite frankly you should not care about the country either, especially that you bad mouthed in front of American officials.