I would recommend you get rid of .us domains. IMO if you are not in US or don't have valid address in US (no PO box, need correct address), you are not eligible to hold .us names.
I have never heard of it happening either, but I do personally get a bit paranoid if I donโt own something legally, I do like fav.us though, great for development.
It has happened. Video.us being the famous case - but other odd incidences here and there.
The system works primarily on a report basis and occasional spot check (I believe) and not through a thorough scan. I could report the name via their tool and and it would,supposedly, be looked into. Of course, the likelihood of one of your names being reported would be commensurate with the value of the domain.
There are a number of great keywords that appear to be held in foreign accounts - though this doesn't meant that they don't have a bona fide presence in the US.
For names like this ? It's hardly likely that you would be spot checked - if they even do that anymore.
It should be noted though that if you LIE on the Nexus question at a Registrar it would likely negate and other contract consideration and be a right for them to terminate the name.