Well, sexuality is a large part of who we are as humans. We even define ourselves with identities in our languages through use of pronouns, through differences in spelling, and so forth. One of the 7 Catholic sacraments is dedicated to matrimony/marriage, when means that even the church considers it important. It takes up an inordinate amount of all of our human arts of every kind. Yes, sexuality is a very important part of my human identity. At different times in my life, it has been more or less important. When I was young, alone (no family and abandoned by the Children's Aid), love, affection, and yes, sex, were hugely important to me. Today, now that I'm a lot older and a lot more content, it is less so.
But I would never suggest that sexual orientation isn't a big part of who you are. It is.
In saying that it's a "strange need to be proud" of that orientation, then it certainly appears that you think it should be something else. In any case, I can tell you, as one of the very early participants in the Pride movement in Toronto, that "Gay Pride" was not our way of blowing up our egos with pride, but precisely the opposite. At that time (the early 1980s) and for all of our lives up until then, we had been told by society precisely that we "should be ashamed of ourselves." Pride Day was our way of saying: "Well, we're not, so get over it."