"Member States’ rules on the acquisition or loss of nationality are in principle a national competence.."
Citizens of Somewhere Else? EU citizenship and loss of Member State nationality (EU Law Analysis, link):
“Member States’ rules on the acquisition or loss of nationality are in principle a national competence. But this issue is nevertheless central to EU law, because citizenship of the EU is based on having the nationality of a Member State, according to Article 20(1) TFEU: “