Well, we (as in you and I) will have to agree to differ on that one. My use of "we" comes from a sense of solidarity with the community I live in, regardless of the fact that I'm an immigrant. And I don't recall any of the numerous Irish, Pakistani or Caribbean immigrants I knew in the UK feeling self-conscious about using "we" when referring to the country they'd settled in.I too live in Spain, my partner is here, my family have had property here for over a decade and it's my home.
But when I use the term 'we' I find it hard to use it in the sense that it identifies me with native Spanish people. I can understand people like PW, Alborino and anyone with Spanish family so identifying but not we immigrants.
Because that's what 'we' are, immigrants, expats, whichever term we prefer - as you know, I prefer 'immigrant'. We can of course take a close interest in the Spanish economy as it directly affects how we live here but we are and always will be essentially outsiders, integrated outsiders many of us, but however close we may like to think we can get to it, we'll never be the Real McCoy.
Although no doubt Norman Tebbit would approve of the attempt... Remember the cricket team test?