I think it's fairly obvious that pride in one's heritage (especially in today's world of globalization), makes absolutely no sense.
Now, if some people wish to do that, it's definitely their prerogative. But -- scientifically speaking -- ethnicity and race are almost completely irrelevant. Humans, beyond superficial physical appearances, are almost identical in all areas of human life that matter.
Moreover, it's one's pride in some ethnicity or another (from whence they derive their social "identity") which has largely led to intergroup conflict between various groups in history (such as Anglos/Africans, Anglos/Indians, Anglos/Mexicans, Kurds, Sunnis, and Shi'ites (in Iraq), and Serbs and Croats in areas of the former Yugoslavia, ect., ect). In fact, I'm sure that if people did not take ethnicity so seriously, a large portion of all conflict in human history would not have occurred.