I feel like this too OP but it doesn't make me feel sad, it makes me feel happy. My whole family in recent generations has moved about a lot. Mother's family were from a Scottish island, and thats where all of my living relatives still live, father's mother was from north west England, his mother was from north east England, they lived there for a bit, lived there for a bit, moved to Jersey, then Oxfordshire then back to Edinburgh.
I grew up in Oxfordshire and Edinburgh, have lived in 3 different countries due to work and 3 different parts of the UK, also for work/through choice. I'm now buying a house in France. I've never felt stressed by moving, I used to get really excited and look forward to any planned move by my parents and I still do as an adult. I also settled really well when I lived abroad, made friends with the locals and just adapted my hobbies and lifestyle. When I go somewhere completely different on holiday, I feel so settled almost straight away that I can imagine myself living there. That said, there are a couple of places I have really disliked living in after a couple of years and I've changed jobs and sold houses to change that, rather than just continue to live there unhappily.
The third culture thing probably describes it well. I do have a group of sort of international friends that I met at a summer school overseas, we all keep in touch and get on very well despite living in different countries.
I can also do lots of British accents, complete with dialects.