Yes, but do the various ethnic groups dress up like clowns in a bondage flick when they go and march in a parade? The parade simply serves the need for absolutely shameless self-exhibition en masse. They costume themselves so that they can't even recognize themselves, and then go out with a bunch of folks with a similar dislike of self. But since theyre all making so much noise and being so outlandish, they fool themselves. They're not parading as they are. They are parading around in a costume that makes themselves unrecognizable, so that if they look in the mirror, they can't see what they detest so much.
It's too bad for me that I had to re-install my web browser and couldn't post the picture I saw on a thread a few days ago with a man parading around in a 10-inch hot pink "afro," high heels, and nothing on the rest of him except a gumball machine with the globes holding the gumballs as his imaginary breasts and the dispenser down by his genitalia. Such an outfit was not anything near what I would call a display of pride in self, but alas, I have no way to find it.
Try a google image search using the term "gay pride." It may be buried somewhere in the mess of outlandish pictures that results.