It's conceivable that one would be proud of their country for the actions their country takes, both domestic and/or world stage. Like I'm sure the people living in those Scandinavian where a vast majority of their country is healthy, happy, and even their criminals are treated with dignity and respect can be proud of how their country has turned out.
I don't think it's a common interpretation to feel self-directed pride due to one's country. Unless, maybe, you're the president or someone who makes actual decisions for the country.
It's to be expected for Christians (et al); a vast majority have been taught at a young age that the perfect society is one where a benevolent god makes all the decisions and you just shut up and do as you're told. It was never The People's Republic of Heaven; it's the Kingdom of Heaven.