The players definitely feel the pressure, but I doubt they spend their free time in Russia reading Caf and getting worked up, plotting the easiest route to the final, losing concentration against Colombia.
If I had a team to support in this tournament, I would have started plotting scenarios before the first match. First about getting out of the group, then hoping for the easiest way forward. That's what fans do. Might as well call all United fans arrogant when we speak about going far in CL before the season has started. Would be weird to expect the English to keep quiet while even Russia and Japan are hopeful. Only times I've seen arrogance here are by one or two posters who totally disregard Colombia as an opponent, without even being able to type the name of the nation right, other than that, I don't see a problem. Maybe they've gotten their act together as well by now, as most know by now that there won't be any easy games at this stage.
Also, the whole "why do you support an English club if you hate England" talk is not arrogance, that's just stupidity and stupidity is also common among fans of every team.