It's not pride of being born at a certain ___location (that's coincidence), It's pride to be part of a community (state, city, organization, ...) that makes good, rational decisions. Like how you can be proud if you live in a country with a sensible healthcare system or patent system, or proud to work at a company with good policies and a healty work environment.
Because hopefully you're part of this community by choice. I chose to move to Silicon Valley and be part of the community there precisely because I was dissatisfied with the communities I lived in prior to that; in effect, I vote with my time and taxes.
I agree that being proud of where you're born is silly; but being proud of where you chose to live is slightly different.
One of the advantages of living in a democracy means that you do get a say in who gets elected to make the laws. The main disadvantages are that other people do too, and that the pool of politicians you draw from is mostly unappetizing.
