God I hope you're doing a comedy bit. "Where is straight pride?" is one of the most widely circulated jokes about backwards thought on the Internet. Poor straight, white Christians. The government was tailor-made to serve your interests above all others and social standards of beauty, family, stability, wealth, and power are all built around your image. Black History Month, Pride, etc. are all important because literally every other waking second of human existence is a celebration of straight, white Christians.
its such a preposterous suggestion that I legitimately assume people are being sarcastic when they say it.