"We" has an interesting way of getting substituted for "they" when it comes to talking about sports. Almost every serious sports fan has been guilty of it at one point or another. Though it is okay to use "we" when talking to a fellow fan, it is pretty damn off-putting to non-sports fans. This use of "we" should be avoided outside of Sunday afternoons at the bar.
Everybody loves a loser. There's nothing quite like a Browns fan, dog mask sitting back on his head explaining to the bartender how it is going to be "our year." That, we find charming, or at least not terribly objectionable. But, if you walk around with your chest puffed out after LeBron once again led "us" to an NBA championship, don't be surprised if the rest of us don't look on you too favorably.