When you accept something it is something that is beyond your control.
When you are proud of something it is a choice you made, so it was within your control.
The two contradict each other.
For example: "I accept that my wife left me."
does not combine with "I am proud that my wife left me."
It's as simple as that.
If you really mean to say that being a virgin is a deliberate decision, then it would be correct if you would say:
I'm proud to be a virgin, and I chose to be one. But that means that it really is a deliberate choice.
In other words, there are regular opportunities where girls indicate they would want to have sex with you, but you keep on refusing them.
If not, then that is not a choice.