He'd immigrated to the US, made a bunch of money in the Alaska gold rush - mostly running hotels for other people going there. Then he went back to Germany to marry, returned to the US but his wife was homesick so they went back to Germany again. At that point the German authorities decided that he left first time to avoid his military service and they refused to let him stay.
More details at https://en.wikipedia.org/wiki/Frederick_Trump
So we could wish that the German government had allowed Frederick to stay, maybe gave him some prison time for skipping out on his obligations. Or we could wish that the family had fought the government decision longer so his oldest child, Fred (Dolt45's father) was a German citizen. Unfortunately the US government was very forgiving of European white immigrants in those days so a German born one, even a draft dodger, had no problems.
Frederick Trump was never an American citizen but since his children were born in the US we're stuck with the later generations.