It's not an inflated sense of self-worth in this instance, although I'd say it certainly is on your own part with the whole "cleaning the house" thing that I don't understand. But, here's how I see it: Here you have the Republican nominee saying, in a moment of his own inflated sense of self-worth, that Americans are essentially entitled to the resources of another country. The problem with that is that building the pipeline is not the best choice for Canada at this moment. It is in our best interest to diversify and use oil to give us access to China and the rest of Asia, not further economic ties with the US with a pipeline that will provide Americans with oil and jobs and Canadians with practically nothing. It's not an inflated sense of self-worth to say this when another country is making their desire for our oil so apparent; you want it and we don't have to give it to you, so obviously our self-worth is a little larger than it would be normally.
It's also not arrogant of me to be against increasing economic ties with the US. It's just being smart.