I looked up pride and one of the definitions was: *Pleasure or satisfaction taken in an achievement, possession, or association. *

For example: parental pride. Many parents are proud of their children regardless of the achievements or personal decisions. Pride can, I believe, sometimes be tied to a love for something/someone.

So being proud to come from some place is to me, saying: I love that I came from this place or “I’m thankful that I was born here”

This is coming from someone that doesn’t really care much for his birth city nor country.