I've been warned, as a dual national, that joining a foreign military is one way in which my US citizenship could be revoked.
Not that it is illegal, just that it could be construed as a renounciation of citizenship.
Which is one angle I haven't seen explored in this case: is the guy still a citizen of the US? His actions (and perhaps words that went along with them) seem to suggest that he does not want to be a citizen. And we don't force that on anybody.