They stand together in support of a flag that represents them and their town. They are comrades. And woe betide anyone attacking or being perceived to attack their colours.
Going off topic a bit, from an article last week the above is being taken to its extreme by some City fans and their backing the "enhanced interrogation techniques" that Matthew Hedges has endured for six months in Abu Dhabi.
If a state buys enough world class players for a team, they get themselves an army of thousands of twitter users defending anything that government does and seeing all criticisms of that particular state as one whole conspiracy against their club.