We split up "white pride" into various and sundry ethnic groups. So we have Scandinavian festivals and German festivals and Irish festivals and Scottish and English and French and Italian and Lithuanian and so on ad infinitum. It would be kind of weird for all white folk just to celebrate, "Yay, we're of European ancestry," because that's not terribly interesting.
And I'm sure you know how bent out of shape Latinos get if, say, you call a Cuban a Mexican or vice versa.
Black people probably would do that too, except that most don't know which part of Africa they came from because slavery erased their connection with those ancestors. So, thus, "black" becomes a single ethnic group.
Typically, "white pride" has the connotation of white supremacy, because usually only white supremacists talk like that. Besides, if you talk to those crackers, you might be surprised to find out their definition of "white" is rather more exclusive than what you'd expect.