We identify with a team which becomes the warrior class of our tribe. Our tribe then is other fans and we vicariously go to war with other tribes to gain honor and pride. The game of football is about as close to battles and a war as it gets sports wise.
We even have rules that tribes take on, some unspoken, but always to protect the status of our tribe. Bandwagon fans are mocked and not given the same standing, those who "should" root for a team but choose to root for another or, worse yet, a rival are shunned and denied status.
When we are deeply connected to the culture and tradition of our tribe we feel emotional connection and each game is a test of our claims, evaluations, and public status of our tribe. When we lose we feel damaged. Some react by calling for new leadership, strategy, or positions for our warriors. Others stand firm by the leaders we have and balk at any perceived disloyalty.
Whether this is all true or not, the analogy seems to fit fairly well.