Look, wearing a team jersey with a player's name on the back is no different that wearing a shirt with a car on it or a beer or a state name or anything else. It simply shows respect for something you admire. I typically only wear them on game day and prefer to get jerseys of players who have proven themselves for a career and retired. Examples would be Payton, Butkus, Ditka, Tillman, Hester, Urlacher. While some spent time with other teams they will forever be remembered as Bears. Also, it's not as much about the player but about the memories of the time they played and memories they gave to the fans.
It's not as if you're pretending to be a particular player. If you see a guy in a Star Trek shirt does it mean he thinks he's part of the cast? Well maybe Ommy but not most rational people.