Me? I'm not so anarchist that I personally have a problem with pledging allegiance to a flag or whatevs, just anarchist enough that I find it somewhat odd when people assume that everyone is part of "you" and "us" groups of that kind.
I guess it's just that having to acknowledge the sovereign powers of some country other than the one you're applying for citizenship in is unusual enough to make this sort of weird power to define our views of the world that the modern state has achieved stand out a little more than usual.