Hyphens, En Dashes, Em Dashes

Q. Editors at the three campuses of the University of Illinois are questioning the use of hyphens in these terms for a report: Native-American students or Native American students? African-American students or African American students? Asian-American students or Asian American students? All three campuses are using hyphens for the second two examples, but not for the first. We aren’t able to say why exactly, and I wasn’t able to find an answer in CMOS. What are your thoughts on this? Thanks.

A. CMOS prefers not to hyphenate Americans of any sort, even when they appear in an adjective phrase. See paragraph 7.85, section 2, in CMOS 16, under “proper nouns and adjectives relating to geography or nationality.”