He said that because it has been more than 200 years since anybody in my family was born in Scotland means that I'm more American than Scottish.
If this is the case, then since you're "just" an American, a native of the Land of the Free and the Home of the Brave, you're "free" to wear whatever you want and are "brave" enough to do so.

That usually shuts these types of arguments down, at least with me.

As for the sgian dubh, I generally don't wear mine in the hose at all except at formal functions.

I might have it elsewhere on my person, though...