It just feels odd - to me - to use the word "we". And psychologically, I'm sure it has an impact. I've noticed people will say "we won!" (when they mean the team they supported won), yet it is "they lost!" (when they mean the team they supported lost). Such psychological trickery with identity can't be healthy.

Even the whole supporting a team thing seems strange to me. When watching a sporting even I applaud individual players regardless of the team, and make comments about the team strategy and overall game, but it's not that important to me who won other than how it will affect the interestingness of future games. Supporting countries is even stranger because it just all feels so tribalistic.