Interesting question, and one posed to me by my son when he was six or seven years old -- just not in those words. We were at a ballgame, and he noticed that I didn't stand when the other fans did, didn't clap, didn't cheer, didn't -- you know fan. He asked why. I explained to him that I'm not invested in the outcome of the game from a team perspective, and that my fondness is for the game -- for the chance to see amazing, regardless of the laundry on the person who does it. My relationship with baseball, hockey, or boxing or football or whatever is different. It's more about the process, what happens in the game or match than the end result.
It actually probably fits my personality better, honestly.
Oh, sure, as a college I went to ballgames and cheered for or cheered against certain teams. (At KC, once, another fan scolded me for being too loud. I suggested Kauffman wasn't a library. Real shining moment there.) But growing up without a nearby big-league team meant my fondness for baseball was based on:
-- watching whoever was on, not picky.
-- reading newspaper coverage of box scores, all of it.
-- playing it. even when there was snow piled up on the ground.
-- playing teams I created for tabletop (All-Star Baseball) or video games.
-- hearing stories from my father and grandfather about the greats they adored, from Mickey Mantle to Musial, Gibson and Koufax, Henry Aaron to Eddie Mathews ...
You can see how those things weren't tied to a team, weren't investing me in a specific team -- but rather investing me in a sport, and I am a fan of the sport.
I am more a fan of the sport today than I was when I started on the beat.
That's how I know how much it means to me, and I don't need to cheer to show that -- I just need to make sure my writing is electric with that respect.
Knowing that I wont' cover soccer, I do have favorite teams in soccer, and even then I find myself more studiously watching and wincing, but I do feel joy at the outcome, and just as much excitement during the process.
Hope that helps. Interesting question. One I think about every so often, and one that comes up when I have the chance to talk to students.