Illusory superiority, not delusional sense of superiority...
"Illusory superiority (also known as Superiority bias) is a cognitive bias in which people overestimate the degree to which they possess desirable qualities, relative to others, or underestimate their negative qualities relative to others. Whereas in optimism bias people overestimate the likelihood of favourable events happening "to" them, in illusory superiority people have inflated views of their own characteristics."
I would say there isn't a country in the world that doesn't consider itself exceptional... I'm certain that none see themselves as justaverage or mediocre...just like every mother considers their child to be the most beautiful, talented, intelligent... we all like to deem ourselves special and unique... if anything, this makes us more like everyone else rather than less.