Naturalized citizens are not required to give up their previous citizenship(s). I became a naturalized US citizen in 2007, and was legally allowed to keep my two other existing citizenships.
You are then subject to the jurisdiction of.
Except for diplomats and maybe some Indians living on reservations, everyone present within the territory of the United States is subject to its jurisdiction.
Think about it, if you are here illegally, under whose protection are you?
Illegals are fully protected under the US Constitution.
Essentially then, subject to the jurisdiction thereof means the same jurisdiction the United States exercises over its own citizens, i.e., only citizens of the United States come within its operation since citizens of the United States do not owe allegiance to some other nation at the same time they do the United States. This makes a great deal of sense for the time because there was a great deal of controversy over conflicts arising from double allegiances. In fact, Congress issued a joint congressional report on June 22, 1874 that said the United States have not recognized a double allegiance.
Fourteenth Amendment framer, Rep. John A. Bingham, argued before the House in 1871 that Dr. John Emilio Houard was a natural-born citizen of the United States. According to Bingham he was a natural-born citizen because he was born of naturalized parents within the jurisdiction of the United States by the express words of the Constitution, as amended today. A naturalized male (women became naturalized through their husbands) were required to absolutely and entirely renounce and abjure all allegiance and fidelity to other nations, and thus, could no longer be said to owe allegiance to anyone but the United States.
Because subject to the jurisdiction thereof requires not owing allegiance to any other nation, and because the nation does not recognize double allegiances that can be created at common law, narrows the possibilities to what natural-born citizen can mean.
http://federalistblog.us/2008/11/natural-born_citizen_defined.html
Unfortunately over the years the Constitution has been twisted and it has moved away from the original intent.
The reason you were not to give up your native countries citizenship is , because you were naturalized in 2007. Over the years EVERYTHING in the Constitution has been relaxed EXCEPT for the 2nd Amendment.