A very useful note written by the user "Ektoraskan":
"The nationality is treated as an adjective ONLY when the next word denotes someone's profession. Ex.: Alman mühendis, İtalyan piyanist, Japon turist, Rus soprano etc.
In other cases, it's treated as a noun. Because the possession is intended. Thus the next word takes the possessive ending. Ex.: İspanyol halkı (public consisting of Spaniards), İngiliz hükümeti (government belonging to the English), Yunan mafyası (mafia consisting of Greeks), Bulgar vatandaşı (compatriot of Bulgarians) etc."