Or anywhere else but the US. As you say, the law is clear on that. But that's just "citizenship", which is only necessary but not sufficient for "natural born citizenship".
OK both my quote at the beginning and your restatement of my quote are both poorly written and misleading so let's have another crack at the point.
The legal on citizenship at birth is clear. If he was born in Kenya, he did not become a citizen of the United States at the time of his birth.
And as discusssed in a number of places here, although there is no Supreme Court decision on the question, US citizenship at birth if it is obtained under the citizenship statutes as the baby comes down the shute outside the United States, does not appear to constitute "natural born" citizenship for purposes of the Constitutional provision regarding elibigility to serve as President of the US.
I guess I would add, since it is clear he didn't get bare legal citizenship at all, you don't even reach the second kind of citizenship issue.