You don't think that people who are residents only of the U.S. exist? Do you think the entire American continent (North and South) is like one country? Do you realize that outside of the U.S. and Canada, everyone else on this continent thinks it is ONE continent called America, not two separate ones? There is absolutely nothing misguided about wanting a separate adjective--whatever it's called--to refer to people from the U.S. only, excluding the other 600 million people who live in America.
As for leaving the country--believe me, if it was easier to do, I would have done it long ago. As soon as I find a way I will get the hell out of here. Self-loathing would imply that I associate myself with the United States, which I most certainly do not. Of course there are bad people everywhere--it's all about where that line is drawn in the sand. There just happen to be a lot more of them in the U.S., and for the most part they actually *like* that attribute. They also have a hell of a lot more power than in other places in the world, which is why they get more attention than others, and rightly so.