Apply or change information in the Electronic System for Travel Authorization (ESTA):
If you obtain a new passport or change your name, gender or country of citizenship, you will be required to apply for a new travel authorization. This is also required if one of your answers to any of the VWP eligibility questions changes. The associated fee of $14 will be charged for each new application.
Note that "change your citizenship" could be better phrased as perhaps a "change in your citizenship circumstances" since it applies to your case. It really must, imagine country A is on the list the USA decided to not like this year. Now, if you got an ESTA as a citizen of B and gain citizenship of A as well but USA hates A people then they will want to take a good look at and possibly deny you because you now belong to A as well.