I think a lot of this can be attributed to fans "identifying" themselves as extensions of the team. The "we" that pops up in conversation isn't them trying to take credit for winning, but just a reflection of how closely they identify themselves with the team. I think these are the fans that experience the huge highs and lows depending on a team outcome. I don't know why some teams seem to have a higher percentage of these types of fans, perhaps it is the closest available thing they can "latch onto" where they live. I heard someone, maybe Silve, say that this latest SEC run is similar to the 30s in that the conference had success at a time of economic hardship as well. Throw that in with the number of kids from the SEC states serving in the military - I can understand why SEC fans go "all in."
Especially in football. Think about it, who were the closest teams (Saints, Falcons, Bengals, and later the Panthers, Titans) - almost consistently the worst teams until relatively recently.