What's wrong with supporting a team outside of your country?

I just cant understand this. What is so wrong about supporting a team which stadium isn't located in your country/city? I mean isnt that all it is? The stadium thay is located at a certain place or the clubs name? How many players from man city come from manchester? Yeah right.. Most of the players are from foreign countries. So again, I just dont get it. What is so wrong with supporting a team outside your country/city?