I say it doesn't, really. If you (a) like ManU in some sense, and (b) are willing to call yourself a ManU fan, you are a ManU fan.

And yet there are plenty of sports fans that question the legitimacy of other fans, based on accidental characteristics.

I.e., "You can't be an Auburn fan, you're a goddamn Yankee!"

Which, in essence, is the same problem I think: there's all sorts of semantic and pragmatic meaning attached to concepts like gender (and fandom!) that exist outside of the mind of the individually engendered or fanatic person, which cause other people to feel that their own meaning is being betrayed by that person. In a weird way, I think this is part of a failure to keep one's identity small - when people include potentially falsifiable beliefs-about-the-world/beliefs-about-others in their own identity, they risk having that identity thrown into crisis whenever those beliefs are challenged.