Originally Posted by Goldorak

First, welcome to Flyertalk
I can guarantee you that your citizenship is not the reason of your troubles
If you make a search on this forum, you'll find many similar stories (or opposite : seats assignments on DL through AF).
Despite many years of collaboration, AF-KL/DL are unable to assign correctly seats on partner planes. To make it simple, if you have an AF-operated flight, you must choose your seats on AF site, even if you are booked under DL flight number. The same is true for DL-operated flights booked through AF : select seats on DL site. DL even have non-existing seats on AF seat maps
Unless your departure date is very close (<3 days), go on AF or KL site to try to change your seat assignments for your party.