Gender roles are one of the more complex and, indeed, nastier aspects of modern American society---throughout the world, even. The message to "man up and being a brony" is something of an oxymoron since a fair number of observers will engage in preconceived notions about masculinity. What is typically associated with masculine? Not a show of the ilk of My Little Pony: Friendship Is Magic. At the most basic level, its asthetic appeal is not typically masculine; the show is intended for young girls. So when some outside of the fandom see bronies, they see antitype of the masculine man: sensitive, self-reflective, and willing to express themselves emotionally. In a society that values men as strong, stoic, and constantly competitive, the traits associated with bronies make our interests taboo. Although being persecuted for your race/ethnicity, sexual orientation/identity, or religion are arguably more "serious" than being made fun of for watching MLP, being socially ostracized is not to be shrugged off as merely inconvenient or, at worst, insignificant.
I'm sure some bronies obsess over perceived and/or realized persectuion. I'm certain some of them have legitimate problems while others more readily engage in histrionics. I do believe, however, there is a pervasive negative, uninformed opinion of bronies which does need to be addressed. The BronyCon Documentary is a positive effort, one designed to show the best of bronies rather than to tear down critics. It is, in the most classic sense of the term, an apologia, a defense of the brony fandom. As is the case in political discourse, if you say nothing about yourself, your critics will be certain to define you. Therefore, I wouldn't classify the documentary project as prompted by a sense of narcissism---especially when one of its main contributors (John de Lancie) was not even properly a brony when he was moved to engage in the documentary.
What the brony community really has as its strength is that fact that it is a community at heart. There are fandoms and then there are communities. Bronies regularly connect with one another, converse with one another, share with one another, and support one another. That self-support system should not be confused with the occasional brony or bronies lamenting falsely about being persecuted.