This is like being personally proud of your city’s Apple Store (for cities that are not near silicon valley).
Much like nations, it is a way of making you proud of achievements that you did not perform, carried out by people whom you have never met and do not know and have no association with whatsoever.
What is the logical conclusion? How far do you take it? Should I, say, not be proud of my children's accomplishments? After all, I didn't do them, they did. I'm a musician and play in bands. Should I not be proud of things my band has accomplished? What my band does is stuff that I can't do alone, and they can't do without me.
Obsessively focusing on the individual and rejecting one's role in society is nihilistic and alienating. If you gotta do it, I suppose you do you, but please don't drag me into your sad, lonely world. I'm going to enjoy my place in my family, my town, my country, etc.
It is rather silly to conflate your immediate family or a band in which you actively participate with a bunch of athletes and business owners who have never met you and have no association with you whatsoever save for living in the same metropolitan area.
One is family or friends. The other is a bunch of rich strangers. They are not the same thing. To pretend that I was suggesting that they are equivalent is... baffling.
PS: My world is neither sad nor lonely, and I am not sure how you arrived at those conclusions.