My Welsh family and Welsh friends are happy for England to do well but it gets more unbearable to closer to the final it gets because it's all "us" and "we" all over the TV and radio, the news and the papers.
When/if Wales, Scotland or NI are doing well in a sport or anything else it's very "our friends in Wales..." coded. Still positive but it's dialled down.
I go to conferences and events through work nationally and it's England centric because that's the majority. e.g. I've been at a conference with a panel discussing education and the arts. Lots of curriculum bashing in the Q&A and I said to the woman sat next to me "we have a completely different curriculum in Wales, this isn't our experience at all" and she said "same! I'm from the Isle of Man".
Our shops still stock all the England flag stuff - no one's buying that unless they're an English person living in Wales.
I'm not a football fan but I've watched World Cups and Euros through the years because it's hard not to. I remember Gazza crying, Southgate's missed penalty, I know all the words to Three Lions - because it's all part of a UK national cultural consciousness and I watch TV, listen to the BBC radio stations, read newspapers.
I do see and hear anti-English sentiment around rugby which comes from a place of competitiveness and a hatred of the smugness of the English press. In my family (living in Wales, we are Welsh), we've been watching the matches and have favoured England in their games so far, I wish the players well and they're great ambassadors for their country. It's just not my country.