I love it when I find someone who came from the same place as I did.
I think it's interesting to hear about the small differences in everyday culture and what-not but I agree with you. Some people are just proud, I suppose.
I don't usually go tell everyone where i'm from but when I do, I always expect a few questions. But that doesn't bother me.
You'd be surprised as to how little some people know about other countries. To some, other places seem like different planets because where they are is all they've ever known.
Anyway, even if you come from somewhere you may not particularly like, I think you should always keep your head high about it.