Earlier quoted context omitted.
If you have ever been to a high school pep rally; most people don’t actually care about the school. But, it’s fun to stand up and yell really loudly. Nationalism is IMO deeper than that. To use a EU example, many people in Greece complain about countries that are giving them money. “How dare they attach strings when handing us money!!!” That’s nationalist in ways I have trouble understanding.
Speaking as a UK citizen living in Switzerland, I have to ask: what is a high school pep rally?
It's really just a time filler to cover the gap between when classes end and a school game begins. Growing up in the US I think we had ~1 or 2 per year from ~8th-12th grade. They were also generally fairly short as in 10-15 minutes with I think one lasting 45 when the other team was late.
PS: Most games did not take place during the school day, but I think they scheduled a few that with a small overlap if a team would otherwise get home really late during a week night. I think there much more common in low density areas for this reason.
Edit: Though like all such traditions it's been morphing for a while. With some schools holding them before big events and or in the middle of the day.