In my mind, LGBTQ Pride is generally called that because Shame was, at least in contemporary history, a huge driver in suppressing LGBTQ existence and freedoms. If it was called LGBTQ No-More-Shame, it would remain antithetical but might not be as catchy. I’m sure other groups will employ the same argument, but it is difficult to overstate how powerful shame and social stigma specifically suppressed LGBTQ expression, and still attempts to in some ways.
Dignity is pretty solid.