I think there are 2 differnt mindsets here- rooting for a team because you like the team itself or a player, and rooting for a team because you are from that city and it was something youw ere literally born into. Its hard to deny that a Jazz fan feels pride in Salt Lake itself when the Jazz win, in addition to the pride they feel in the actual team. Theres a feeling of satisfaction when your hometown or state gets national attention for winning. We all feel pride when BYU wins, not just because we like the team, but because we enjoy the national attention that the university, its fans, and Provo get. 

I think there is a symbiotic bond between a team, a city, and its fans in big sports cities such as Philadelphia, Boston, Chicago (I wouldn't put Denver up next to those cities, but it belongs in the category of major sports cities), a bond that by those who root for teams across different cities may not have experienced.