Why should I be proud of something I did not earn or achieve? It's like being proud of winning the lottery.
If I had come here from some random country and earned the right of citizenship through hard work and good conduct, I might well be proud of that.
If we were somehow to end poverty, have the best education system in Europe, and provide housing for all who need it, I might start to feel proud of the country's achievements. With regard to history, I am neither proud nor ashamed of it. I had no agency before I was born. I did not storm the beaches on D-Day, nor did I go to Africa and enslave people.