No, it is not OK that some are not proud of themselves. That's not to shame the aspies, but their support system.
I look for opportunities to praise my aspie daughter for doing something I know was hard, even though it might be something that NTs do as a matter of course.
Self-acceptance comes when measuring yourself against your true abilities, not some mythical standard out there. If my daughter has trouble making phone calls, but does it anyway and achieved what she needed to, she gets praised. For some of you (and sometimes, for my daughter), it's getting dressed and leaving the apartment for just a few moments, and if that's hard and you did it anyway, you should feel proud of yourself.
Or maybe it's taking a shower and brushing your teeth.
Learn to say silently in your own mind, "Good job!" when you accomplish something you thought was too hard. Seriously, this kind of self-encouragement can trick you into being more functional.
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A finger in every pie.