Born in the U.S. means you are automatically a citizen, right? -Arthur Kallman

I came upon a document today that confused me.

 My Dad's father immigrated to the U.S. from Sweden as did his two brothers and three sisters. His oldest brother,Håkan Patrik, came first. Here in the U.S. he met and married his wife and they soon had a child. November 19,1903 Arthur Patrick Kallman was born in Joliet, Illinois.

The young family returned to Sweden. Arthur, as a young adult, left Sweden for the U.S. in 1922.

My question? Why is Arthur filling out a declaration of intention to become a citizen? He was born in the U.S. and wouldn't that make him a native-born citizen? I am aware that prior to 1922  if an alien man became a naturalized citizen his wife automatically acquired citizenship.  Conversely, if a woman who was a citizen married an alien, she lost her citizenship. Was there a similar rule going on for dependent children?

 I have googled the heck out of it without luck. I posted this question on a few different genealogy sites and I hope to find an answer. Puzzling isn't it?