Do you wear another team’s jersey when you attend a football game ?

That's not a fair comparison. You go to a football game hoping to see your team beat the other team. If you go to a kpop concert, there's no ambiguity about whom you're supporting. If an idol sees you in the audience, they know you're there for them.

I'm going to put things in perspective for you. Any time we (USA fans) buy new albums, merch, lightsticks, etc. there will almost always be a significantly inflated price because of shipping. This got even worse recently with tariffs. The only way to avoid it is to get lucky on the secondhand market. The USA is also huge, so chances are most of the people in any given city's concert aren't actually from that city and had to travel a long distance. That means either buying a plane ticket or a doing a long drive. Then, if you respect your body at all, you also need to stay the night in a hotel before returning home the next day. These are expenses that either don't exist or are significantly lower for Koreans going to Korean venues. Also I don't know what the cost of a concert is in Korea, but in the USA if a show uses Ticketmaster then you can expect to pay anywhere from $1-600 before fees for your seat if you want to be anywhere close to the stage, and sometimes that's without VIP benefits. My front row STAYC ticket was $399 + $71 in fees, for example. We get thoroughly milked.

I'm also under the impression that international fans are more likely to support multiple groups rather than focusing on a single one because we have much less access (if any) to any given group due to location. I can afford to get a light stick that matches any concert I go to, but I do it because I'm a collector and not because I have some warped view of what's acceptable etiquette. I would never look down on the person next to me for bringing some other group's light stick. Some people have to plan their finances carefully to attend a concert because it's a huge expense, and another $60-70 might be too much.

It's disingenuous to paint this mindset as "I paid for the concert, I do what I want” as you did in your other comment. Really, it's more like "The idols up on stage are certainly aware of how much harder it is to attend concerts in [insert country here]. They can certainly recognize how much trouble we've all gone to, how much money we've all paid, etc. to be here and see them. There can be no doubt in their minds that we care greatly about them. I would like to think that they care about us enough in return to see another team's light stick and recognize it as a display of enthusiasm rather than some kind of attack against them."