When lgbt people say they are proud, they usually mean, they proud to not deny their sexuality to society. Being lgbt was such a taboo and disapproved thing. You had millions of people would hide their sexuality by having secret relationships or forcing themselves to be in a heterosexual relationship so they wouldn't be scrutinized by their friends, family, and the public. It's still a reality that many people face even today but the more people aren't afraid, ashamed, or embarrassed about their sexuality, progression for sexuality freedom occurs and more people are not in the closet.
@Tall Man