I'm the child of immigrants. We say this all the time to family members who talk like this.
But it doesn't really get you anywhere after the initial shock you create from talking back.
Change the subject when you can. Ignore. Leave the room. You can also calmly tell them that this country is your home. It is part of who you are. And that continuously insulting the country insults the home and life and family you have made. You can point out that you criticize the choices of the government etc sometimes too, but that is different from constantly trashing you and THEIR home.
Also perhaps suggest that they volunteer in ways that they could better things.