"Shame. It’s pretty thick in these parts, and it’s linked to the region’s nickname, 'The Rust Belt.' After all, rust connotes disuse, or of being left behind." [1]
Hope that helps you see our point of view a bit more.
[1] http://www.huffingtonpost.com/richey-piiparinen/rust-belt-de...
I obviously don't know about Pittsburgh, but it is absolutely not viewed as a perjorative in some other cities typically considered part of the rust belt.
A cusory web search turns up indie bookstores, restaurants, literary publishers, community groups of various sorts, etc in Buffalo, Cleveland, Detroit that embrace the term "rust belt". I didn't easily find similar results for Pittsburgh, so maybe yinz do have a different take on it. But please don't assume others intend "rust belt" as a pejorative, and please consider recognizing that as it's not widely used pejoratively, you may have limited success convincing others to stop using it.
Who is "we"? I spent the first few decades of my life in a great lakes rust belt city and this is the first time I've heard of anyone considering it a pejorative.