Well, the animating idea of modern democracies is that we do have input into governance. (Whether that's a foundational truism or a useful myth is a separate issue -- people are supposed to believe they have input, and most do believe that.) At least some of the difference between the governance of Portland versus Houston, or California versus Texas, or the USA versus the UK or Finland, is due to different preferences of the governed.

And, even ignoring formal political 'input' (or the simulacrum of same), we all make the culture and economy as neighbors and workers. When a smart, productive, and freedom-loving person with many options chooses to live closer to me, under the same standing rules, it's a positive indicator about my desirability as a neighbor and an external validator of choices I've made previously. Hence, 'pride'.