Humans like to believe "their team" is the best. I know we were taught that in school, minimizing a lot of uncomfortable historical facts and trumpeting the good ones.
At times I muse about where else I'd live if I left the US (I don't plan on it). Canada is an obvious option, probably Vancouver(ish), and then Denmark would be possible for me. We liked Denmark a lot. Both places are expensive so our standard of living would suffer some in material respects.