Players on (most) other teams cannot say such comments because their team does not have 7 championships and a winning tradition.
You hear NY Yankee players say it all the time, that they are proud to put on the pin stripes. You don't hear it from the Marlins because the tradition is not there.
You just feel that way because you know the Sioux are better than any other team, and as a result, any Sioux player saying they are proud to put on their Sioux jersey, in your mind, means they are patting themselves on the back declaring that they truly are really really good.
While in said players mind they are truly proud to just play on a team of this caliber with this much tradition.