How do you feel about people saying "I'm proud of my heritage", "I'm proud of being British", etc. Personally I can only be proud of something I've done, not something that happened by chance. It's like saying "I'm proud I'm a blonde". It's something that annoys me (almost as much as "god loves you no matter what).
I laugh a lot when I hear a person saying "I am proud of being British / Italian / Irish / Polish...." when their passports -if they have one- and birth certificate clearly state they were born in USA. Add to this the fact that in most cases their great-grandparents were the ones born overseas.
To mix heritage, nationality and religion as if the three were synonyms is wrong.
It makes no sense to me. It's like saying "I'm proud I was born." Where, when, to whom we were born are merely facts.