It's not the things you earn, but the ones you don't want to lose. At the very least, a war is fought in order to defend, even by those that are trying to expand their territories. And it's not like they know they will lose. Their proud is a little spoiled child that has been fed one too many cookie over the past.

[She's not Kanaya, true. They could compete though.]

It's not that bad, once you get used to it. Just don't take it too seriously and you should come unscratched at the other end.