You can be happy to be an American, or you can feel a deep connection to your country, you can proudly defend certain values, but being proud of having "won" the birth lottery? I don't get it.
I never said that
Being proud of being a certain nationality is a function of many things. Your ancestors migrating, or staying in the same place, founding values, current and past culture etc.
Following your reasoning, one could say “I don't understand how you can be ‘embarrassed’ to have been randomly born in a specific country.” I think your frame misses whats actually being said. We agree no one should place the value or fault on random birth origin.
I don't think you can or should be proud or ashamed of something you had no influence over.
Do you find their pride less confusing?