I have a friend who, when asked his nationality, will always respond "citizen of the world". He thinks that the answer has much to recommend it and that it is not an identity. He is right in the first respect and very wrong in the other.
Ditto with "Having considered the alternatives rationally, I reject the notion of having an identity vis a vis [religion, politics, etc]".
I think the problem your friend is doing it that he/she thinks people will draw conclusions from his identity.
I'm Swedish. But it doesn't mean that I'll defend Sweden in a war against Norway. I have very little more in common with the Swedes who lives on the border to Norway then the Norwegians who live on the border to Sweden. However, I'm Swedish - I grew up there and I have my cultural heritage from there. That's not wrong - it's just fact
Ditto with "Having considered the alternatives rationally, I reject the notion of having an identity vis a vis [religion, politics, etc]".