They already do. They have a Christian Mardi Gras parade in Mississippi, New York has a Christian Youth Parade, Toronto has a Jesus in the City parade. There are more...google "Christian parades".<quoted text>
I think it is time for "Christians to have a 'Christian Pride Parade!
Don't forget about the Easter parades.
There are Christmas parades that have mainly religious themes.
Christians already attend Pride parades...most as protesters. Though there are those that attend to support.