If you were adopted before 2004 (and brought into the country between 2001 and 2004) there was a period where your citizenship was automatic but that information didn’t always get put into the SSA computers that way. No certificate of citizenship was issued automatically so there was nothing to show the SSA unless they got you a passport right away.
A lot of people in your position are discovering their status is not correct with SSA. It usually comes up when you apply for a DL, college, or get a first job.