It's an old joke, not a real story. Around Scandanavians, it's usually the opposite way.

A bunch of old white-haired Swedes were sitting around at a Lutheran picnic one day, when a newcomer came in. He introduced himself, and as others chimed in, one man said,
"Hi, I'm Sam Ting."

"Isn't that a Chinese name?" the visitor asked the tall, blue-eyed man.

"Yah," nodded Sam.

"But you don't look Chinese!" the visitor said. "Are you a Swede, like your friends here?"

"Sure," replied Sam, calmly.

"Well, how'd you end up with a Chinese name?"

"I was goin' t'rough immigration, and the guy in front of me was John Johanson, just like me, so when the lady asked my name, I just said, "Same t'ing."