Proud? Are You Crazy?

Harry's relationship with the Dursleys is arguably what makes the Wizarding World so important to him.  He loves his friends and the sense of belonging that he feels at Hogwarts and in the magical world, but whenever he is threatened with expulsion from Hogwarts, his first thought is dread of returning to Privet Drive with the Dursleys.  His Occlumency lessons and dreams are often plagued by references to casual abuse/negligence he has suffered while under their care.  He jumps at the opportunity to live with Sirius, the man he has only recently learned did not want to murder him for the glory of Voldemort, which makes the inability to clear Sirius' name and Sirius' later death even more tragic.  While Harry has many paternal figures and one Molly Weasley who considers him as good as a son, his concept of the parent-child relationship is nebulous at best, due to his upbringing, and it is likely that his relationship with his children--particularly Albus--suffers as a result of this.

It is true that Harry is twelve years old when he says that his relatives will be furious to learn how many times he could have died and "didn't manage it."  Twelve-year-old children sometimes exaggerate their families' emotions, e.g. when Ron exclaims, "Dad'll kill me!" regarding his broken wand.  Nonetheless, Harry's hyperbolic statement expresses a true sentiment; his family will not be proud of him, and Hermione's well-meaning consolation does not have the desired effect.

--AK