What makes you think countries who hate the US are gonna care what we do?
We live in an era where I can post something and an acquaintance or even a stranger from across the world can see it instantly, if that's how I choose to share my info. Hell, I'm posting this and you'll be able to see it. The more people are supporting or accepting of us here in the US, the more people show up to Pride here and spread the message that love is love and nothing will change that, the more that closeted people across the world will have the courage to stand up for themselves and allies will have the courage to stand up for others. Because they see that, in progressive society, people are accepting. So, yes, our actions have an impact. I don't know how many people in this thread remember much about the It Gets Better Project, but it's a big reason I was comfortable enough to come out. So yes, even videos on the internet of random people you don't know have an impact on your thinking. Now imagine seeing a video of thousands of people being supportive and you have the reason Pride exists.
I'm a gay man. I don't flaunt it. If you interacted with me at a surface level on the street you'd think I'm straight as an arrow. But pride is still important for reasons beyond the way it manifests itself in US society. I'm actually pretty disappointed at how much it's turned into a party for straight people to show up and flaunt their ally status in certain cities across the US, but that's beyond the point. It's still a show of support for an under-represented community.
Also, forget you for saying we might as well should just protest at the state capitol. For one thing, that's hardly effective; protests are more effective when there's a lot of people around to witness and/or join in, and if you seriously think a bunch of people should show up to Albany instead of marching through NYC to get a message across, you're probably not that bright. But also, you and I both know that if we were protesting at state capitols, you would be in this thread saying, "shut up no one cares about your protest just live with your loveuality and move on." There would still be a Pride month to help organizing those protests, and you'd still be butthurt about it, so don't try to take the high road there.
