"What do straight people have to be proud about ?"
Well, this may not be the most popular sentiment, but to me...it makes just as much sense for a straight person to be proud of being straight as it does for a gay person to be proud of being gay. Very little. I understand that's not necessarily the point of a Pride parade--that people are celebrating the ability to be open about it, etc--but while I'm certainly not ashamed of being gay, I'm not proud of it either. It's a lot like ethnic background to me, where I'm neither proud nor ashamed that most of my ancestry traces to Ireland, and most of what doesn't goes to Germany instead. It's something that I was born with and which I didn't need to practice or work on, but just happened on its own. In general, things which don't take effort are things I find it hard to be proud of...and it certainly doesn't take me any effort to be attracted to men. I recognize things might be different if the society I was living in was different, but in relatively urban sections of the US at this historical time period, this is how I experience things.