I'm not a universalist myself, but neither am I folkist. I'm a pluralist.
The OP made a comparison to a "European becoming a Sioux." I find this comparison invalid, because "European" refers to someone who is either native to, or has a lot of ancestry in, the continent of Europe(not exactly a small or even remotely homogeneous place). This can include someone who was born in Europe, but whose parents or grandparents may have immigrated from elsewhere (though different countries may have different views on that). A more appropriate equivalent might be a Suebi becoming a Sioux. Thing is, those Tribes basically don't exist anymore. The days of European Tribalism are, let's face it, dead.
I don't know what Tribes I'm descended from. I know I have dominant ancestry in Ireland, England, and Greece. But that's not narrow enough; Ireland and England alone had dozens of Tribes, and I'm likely descended from all of them. Not including the Migration Age mixing everything up so much that who knows the degree to which I have French, Scandinavian, Dutch, and German? To say nothing of how much Roman I may have. That's not even getting into being Greek.
Therefore, I chose instead to focus on cultural and linguistic ancestry, in terms of the path I follow. I speak English, which is a Germanic language. I was born and raised in the US, which is culturally descended from England, and by extension the Tribes that have lived there over the eons. The songs and stories I grew up on were primarily rooted in Celto-Germanic folklore; I wasn't really introduced to Greek lore until I was older (in the form of Disney's Hercules.)
Besides, blood is irrelevant. Loki and Odin were from different Tribes, and yet were Blood Brothers. Vanir became Aesir and Aesir became Vanir. Today, as far as I'm concerned, family is not relevant to blood, but to relationship. Because of my upbringing, I have a closer relationship to English culture than I do Irish or Greek culture, even though I probably have that least of the three.
Different strokes for different folks? Remember that the word "Tribe" is Latin-rooted. The Germanic word for the same general concept was "Folk". Northern European Folks were not homogenous, tied only loosely by a few linguistic roots (not just Celtic or Germanic), and a loose pan-culture. Different Folks had different customs, stories, songs, and variations on the Lore. None of them could be declared "correct." Likewise, today, I do not believe Universal Asatru can be considered "wrong." Different groups can choose to be universalist, folkist, pluralist, or something else entirely.