Mormons consider themselves to be "a peculiar people." They're proud of the way they stick out in the modern world, separate and identifiable from the rest of the masses.
This was always a point of pride for me--I wasn't like the other kids in high school. I was from a better background, with a superior lifestyle and a higher, purer level of morality. The rest of the kids were just directionless rabble, sinful in their ignorance.
The church leadership encourages the sentiment, as it helps the members identify more closely with the rest of the organization. Psychologically, it reinforces the members' voluntary membership by making them feel more gifted and more important than their peers. Members who are already deep in it are cemented by this feeling of superiority.
But for the individual member who takes pride in it without considering it a hook from the leadership, it comes off as a bit...immature. It reminds me of high school. It reminds me of those kids who used to preach about nonconformity. It reminds me of kids who'd say they wanted to be rebels or skip class or wear ridiculous clothes or whatever because they were expressing their individuality...but in reality they were only conforming to a different label. They were hypocrites and they had no idea.
It's a similar mindset--they feel validated by a claim to superiority. They can consider themselves better because they've made a choice to make their own choices. But the reality is that they've only aligned themselves with a different goal, consigned themselves to an adjacent fate--but not elevated themselves above those who have given up the ability to choose.
And that doesn't seem right to me.