Am I just not supposed to understand?

Alright. Im especially looking to hear from Palestinian diaspora on here but everyone's input is welcome.

1. Dad's family immigrated from Yeman to Palestine in the 50s or 60s.
2. Paternal grandpa has a Palestinian passport. Maybe Maternal grandparents too idk
3. Parents were born in different countries but identify as Palestinian.
4. I was born in a third Arab country, never been to Palestine but I'm still Palestinian? How are we not Yemenis instead? Is it because we have been in Palestine for generations? But we have been in the Arab country I was raised in also for generations iirc and we don't identify as being from it. Asking my parents would be my best bet but they would call my question dumb or accuse me of trying to forsake my identity, which I'm not trying to do! Im trying not to feel like a fraud for calling myself Palestinian, because I never visited and don't have any documentation linking me to Palestine Is identity what you make of it or is there some kind of religious aspect Im not seeing