Generally, I don't completely get why do humans feel pride for things they didn't have anything to do with? Probably has something to do with ego.
You can probably substitute any us-and-them term for “nationalism”.
We'll talk over the phone periodically about football, and my predictions about his team are usually spot on for the season. When he asks me how I'm so good at predicting what will happen with his team given that I really don't follow them all that closely, I just tell him that the Saints finally won a Super Bowl, and hence my knowledge was greatly enhanced.