"We are natives of Spain."
Translation:Noi suntem nativi ai Spaniei.
"ai" is the possessive article, just as described in the Tips and Notes for the Possessive Adj.&Pron. lesson: https://www.duolingo.com/skill/ro/Possessives/tips-and-notes
Perhaps "ai" can be omitted in this case because you can use the Genitive-dative form (see the last section on that page).