Why would a person of any race be proud of their race?
In the cases of actively oppressed people, particularly people that were assigned a race regardless of actual national origin, and then were denigrated for being that race, it's a point of pride to say that "our people" (who you basically forced "us" to become not on the basis of our shared heritage or nationality but purely on the basis of lumping together everyone with the same color skin) survived and thrived, and eventually developed our own culture despite the shitty circumstances.
White people don't fit into this category because nobody forced people to be white and then said they weren't citizens in the country or that they could only live in certain towns, forcing them to band together as one and develop their own white people culture with basically strangers, and nobody robbed them of their history and forced them into brutal chattel slavery for hundreds of years.
Edit: Most white people who care to do so still have an understanding of their lineage, national origin, religion, and/or festivals, and many of those are or were celebrated in their own ways: St Patty's Day, Octoberfest, Christopher Columbus Day (which was basically an Italian pride day originally), Catholic holidays, Jewish holidays, etc.