I just showed you where Madison said PRIMARY allegiance goes to the colony (or the society of which the natives were members). He makes a point that it would take an act of the British legislature to NATURALIZE the colonists. To be a natural-born subject of Great Britain requires perpetual allegiance to the crown, so in order to accept themselves as citizens of the United States, the founders had to reject common law. Second, this ignores that the U.S. signed a treaty with Great Britain that in effect (and underscored in Shanks v. Dupont) made citizens of those who were loyal to the United States and made subjects of those loyal to Great Britain even if born on U.S. soil. There's no way that the founders considered place of birth as the only factor which made someone a citizen because they signed a treaty that said otherwise. The children of loyalists born in the U.S were considered British subjects. Under this same principle, Obama is a natural-born subject, not a citizen ... and that's providing he could legally prove he was born in the U.S.
This was a common view in that many early Americans considered themselves Virginians (for example) first and Americans second.
That wouldn't have made them anything OTHER than natural born citizens of the USA.
Nothing about being a natural born citizen entails perpetual allegiance. Robert E. Lee for example was a Virginian in his primary allegiance - and an American secondly - and not perpetually aligned.