I've lived here since '93. I still don't like the local teams. All of my teams are direct competitors of the local teams. There's just no way I'd ever change. If the Diamondbacks had been in the American League, I would have had no problem cheering for them...most of the time.
Think of it this way, if your job took you to southern California, would you become a Lakers fan? A Dodgers fan? I didn't think so.