The problem with 'supporting the underdog' is that your support is temporary. Underdogs do move to be top-dogs (unlike us), and so you have to switch once again unless now your bias for the underdog has transformed you into the team fan regardless of canine stature. If you have to switch from one dog to another, what fun is that?
You can't buy team apparel, color your hair and your body in the team colors, write nasty put-downs on the other teams' forums, ad infinitum, ad nauseum. You don't feel that strongly if your support is based solely on the team being an underdog. Now if you do feel that way for an underdog, you are strange and should see a shrink. Pick one - whatever the reason - and stick with it.