That is sad.
I think I have succumbed to the NZ concept of whanau which means family
but in a wider sense. Voluntary organisations, charities and non-profit organisations
are prevalent here. We are one. After 9 years I'm feeling more All Black than English!
Mourning is, by definition, sad. So no surprises there.
As for your new or different feelings of nationalism or patriotism, or whatever you are trying to describe with your reference to a national sports team or feelings of being less of an ex-pat, I don't feel anything like that.
There is community spirit but nothing to do with nationality or citizenship or geographical location, aside from city and neighbourhood.
Family is always front and centre here in this culture, so I don't think there is any need for any additional "whanau".
There is already a deeply ingrained [Javanese] concept of "gotong royong" which means all pitching in, all pulling together.