The thing is, the French generally don't actually go round saying they think that France is the greatest country in the world, because they actually take it for granted that it is, the same with the English. Or rather there is a shared assumption that they are superior to other places on some particular things, and that those are the things that really matter. The same is true of lots of other countries, probably most.

Don't Americans feel that way too? "We are the greatest" rather sends a message of feeling insecure about the claim. And yet there really are aspects of the USA which clearly would justify that kind of relaxed confidence.