It's being impressed our ancestors have been holding on to a religious and cultural identity for two thousand years. Years in which they were were a minority in different countries, spoke in foreign tongues, were forced to denounce their Judaism, and sometimes were haunted without even that choice.
It's that as a modern Hebrew speaker, I can pretty easily read a piece of text as the Bible - written thousands of years ago. And that even though my ancestors were from Syria, Iraq, and Morroco - they shared the same ethos as the jews from Hungary, Germany, and Russia.
Although, being a Viking is also very cool.
And you know well of the political movement in Sweden to restrict the definition of "Swedish" to those who have obvious Swedish ancestry. https://www.youtube.com/watch?v=rjand84BBKM
Yes, I know of the political movements you talk about. Yes, I think you can be grateful of being born in one of the best places on earth. Yes, you can enjoy have physical appearance that most women of the world consider very attractive. But being proud of it? Nah...
If your objection is that the Vikings were horrible people that just pillaged stuff. Then I agree, but the ancient Israelites weren't that kind to women and slaves either. If your objection is that the culture didn't survive. Well, the good parts, Christmas, Midsummer (the traditions are pre-Christian) and binge-drinking did...
Even if ancient Israelite culture is objectively superior to Viking culture, you didn't create it, so why be proud of it? It's like being proud of being the heir of a billionaire. :p