That used to be a common argument against atheism but I think it's been largely debunked over time (e.g. people can live without religion and won't necessarily replace it with something worse). There's also a distinction to be made between voluntary association through shared interests (e.g. on Hacker News) versus a largely irrational allegiance towards a nation state (which is not usually a deliberate decision but a product of the birth lottery).

I do agree that the modern welfare state would likely be difficult to maintain without national identity.