People are, and should, in my view, only be proud of something they've achieved. If I have worked towards a goal, and then that goal comes to fruition, I can be proud of that. Parents tend to be proud of their children when they achieve something because that means that, indirectly, they've had a hand in it. They think that they caused the child to grow and achieve something, and may very well have done.
Being proud of your country, however, seems to me like being proud of the coincidence of your birth. Your country may have achieved many things, but you might not have anything to do with it, so it just seems like leeching off someone else's success. Like the kind of people who are, or were, friends with celebrities and then try to take credit for it.
It's also like when somebody is proud of a fluke, or an element of chance. Like, for example, if an artist accidentally spills a pot of paint on his work, and then someone comes along, claims it's art, and then he takes credit for it. This is different to feeling "lucky" or "fortunate" or "grateful" for the element of chance, he is actively parading around as if he had a part in it.
Someone who is grateful for where they were born, or feels fortunate or lucky that they were born somewhere, is an entirely different matter. I'm grateful, for example, that I was born in Britain rather than in some poor third-world country, since it means I've had a relatively good life in comparison to them.
I don't mean to insult anyone mind you, I mean I indulge in Welsh Nationalism now and again but that's usually only when it comes to rugby and joking around with English people

On any other basis, I don't consider myself as being of any nation, I simply consider myself human.
So, Flames of Valour, I answer your question with a question - Why
should somebody be proud of the coincidence of the location of their birth?