I hear it all the time. "Your hat is incorrect. That's not right. I don't understand." Sometimes it's just a blank, confused stare until I get a chance to explain the idea that it's a home/away concept, then it seems to make sense. Not always though (some will never get it).
For some, there's no explanation needed, simply "where can I get that? Please make an Ohio, Alabama, Indiana, Mississippi, Louisiana version!" (in due time folks).
To us it's simple... love where you live, love where you play. Millions of people plan their year around that one or two weeks they spend staring at the emerald water and soaking up the Florida sun, eating fresh seafood from their favorite restaurants or sipping cocktails on their long-awaited patio(s).
To folks in Kentucky, Texas, Tennessee, Missouri, Arkansas and beyond, this is THEIR Gulf. No disrespect to Mexico, but we plan for a long time to return back to this magical place, season after season, and count the days. Mexico... it is your Gulf (proper), but when we finally get our turn to visit, it's ours!
That being said, it's VERY important you treat it like your own home. After all, the Gulf is the South's back yard, so clean up your trash, chair and toys when you leave and keep it as beautiful as you (hopefully) found it, so others who have longed for this journey can enjoy it as well... as you would your own home. Fill in your holes so sea turtles can nest safely and knock down obstructions such as forts, sandcastles or whatever.
Have fun, be responsible and be a good ambassador for your home state. Safe travels to you and yours, always.