Actually, it's more pride than arrogance
I had little to do personally with creating the philosophies, systems of government, and attitudes that made America as great as it is, so arrogance on my part would be out of place. Constant gratitude that I was lucky enough to be born here, that's another matter. And pride in a country that by any objective standards is one of the best places to live and prosper on the planet.
I do intend to do my damndest to see that it stays that way though.