Yes, they do.
In order to get a Swedish passport you have to be a Swedish citizen. Once you are a citizen you can get the passport. That's what it means to have a passport - it shows that you are a citizen of the country in question.
To get a UK passport you must be a citizen of the UK.A passport is proof of identity and proof of citizenship. Therefore you can only get a passport for a country if you are a citizen of that country (with very few exceptions).
Passports aren't issued by cities, they are issued by countries. In order to have a passport, you need to be a citizen of the country you are applying to. So if you are a British citizen, you get a UK passport, if you are a Canadian citizen, you get a Canadian passport. It doesn't matter where you were born, it's what country you are a citizen. If you don't have citizenship then you cannot have a passport. Ex: A Canadian citizen, who is NOT an American citizen cannot have a US passport.
In order to get a German passport one must be a German citizen.
No, you must be a U.S. citizen to obtain a U.S. passport.
You need the passport of the country of which you are a citizen. You cannot have a US passport until you are a US citizen.
In order to get a Liechtenstein passport, or that of any other country, you need to be a citizen of that country. If you are not a Liechtenstein citizen you can't get a Liechtenstein passport.
No, a South African citizen cannot enter Mauritius with a temporary passport. He has to have a full passport.
There is no such thing as an English citizen. If you were born in England you are a British citizen (as described in your passport).
No, a Mexican citizen cannot travel to Mexico without a passport.
No, a US citizen cannot travel internationally without a passport.