People are just rattled because we have a song with the lyrics "it's coming home" in it
You can tell that nearly all the "EngLanD aRe So ArroGanT" brigade haven't had much communication with actual English fans or culture. Literally 0 people I know in real life have ever been confident that England would actually win a tournament. It's built into our national psyche. We probably wouldn't bang on about '66 so much if we thought we had a chance of winning it again.
It's just sad that so many United "fans" don't understand English culture. I'm guessing it's mostly "supporters" whose experience with English football is FIFA, YouTube and a Sky subscription.
Edit: Or Scots. But Scots have free reign to laugh at us. After all, it's difficult to get much enjoyment when you're Scottish, so I won't begrudge them that