Besides nationalistic propaganda, I would imagine the root cause is a form of tribalism — the same reason people tend to root for their home sports team. For that reason, I also think being proud of something you had no choice in is understandable, but irrational. There is no way to be proud of one’s immutable identity without making a value judgement of the out group. Maybe unsurprisingly, Germans tend to be allergic to nationalism since they’re intimately familiar with its natural outcome.