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Interesting article: https://culture.pl/en/article/was-nietzsche-polish#3
"The answer is: we don’t know. However, there are three hypotheses, all quite possible and not mutually exclusive.
The first one is straightforward: Nietzsche might have wanted to be thought aristocratic. It wasn’t an uncommon desire at the turn of the 19th century and telling cloudy stories about noble ancestors from a non-existent country was a good way of making one’s status unambiguous, and that was all Nietzsche, with his pedigree, could have counted on. Not a very scientific hypothesis, but on the other hand not a very improbable one.
The next hypothesis is based on Nietzsche having a very specific concept of the 16th-century Polish nobleman. In Ecce Homo he wrote:
My ancestors were Polish nobility: I inherited from them my instincts, including perhaps also the liberum veto.
And continued in his autobiographical notes from 1883:
It gave me pleasure to contemplate the right of the Polish nobleman to upset with his simple veto the determinations of a [parliamentary] session; and the Pole Copernicus seemed to have made of this right against the determinations and presentations of other people, the greatest and worthiest use.
The liberum veto (Latin for ‘free veto’) was a parliamentary device in the Polish-Lithuanian Commonwealth. It granted every member (noblemen only) of the Sejm (the legislative assembly) the right to single-handedly stop the current session and nullify any legislation that had already been passed since it began. Meanwhile, Nietzsche’s Übermensch (German for Overman, Superman, Hyperman) was supposed to be ultimately free, above all moral constraints, full of disdain and creative powers. Thus, the idea of the liberum veto as a right attributed to a single person, allowing them to entirely change the course of the work of a huge assembly, must have looked to him as a practical emanation of his ideal. Whether Nietzsche was aware of the consequences of the abuse of the liberum veto in the 17th and 18th centuries (which was in fact fatal, contributing to Poland vanishing from the political map of Europe) is not clear – he never referred to any of its vices.
A third possibility is that Nietzsche was so full of hatred toward his compatriots that he could not tolerate being one of them.
I am a Polish nobleman pure sang, in whom there is not the slightest admixture of bad blood, least of all German.
Of Germany, he wrote in Ecce Homo as a nation with ‘every great crime against culture for the last four centuries on their conscience’. R. J. Hollingdale suggests that this odium was instrumental in him never attaining large readership in Germany, despite his growing popularity. He concluded:
(…) <the German nation> had bought only 170 copies of Human, All Too Human during the first years after its publication and whose reaction to the first three volumes of Zarathustra had been so cool that no publisher would risk handling the fourth (…). He had encountered silence and indifference; and his just anger at this treatment toppled over in his last year of sanity into blind unreasoning hatred.
Moreover, Nietzsche was a strict anti-militarist and despised the German monarchy’s imperialistic ambitions, and was greatly disgusted by the anti-Semitism growing rapidly in his homeland. His claiming to be Polish was just another way of putting a thick boundary between him and a nation he didn’t want to have anything in common with, just like openly declaring his love for France (Germany’s greatest enemy at that time), Switzerland, and Italy."
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