You left out a bit. We also fought the British, and the Confederacy, and the Spanish, and the Kaiser, and the Nazis, and Imperial Japan.

America's history is complicated, and full of atrocities, like the history of nearly every major nation.

The values he's referring to in the comic are the core principles espoused in the founding documents. The idea of one nation with liberty and justice for all. At no point in history have those ideas been fully realized, but striving to meet those ideals is what America means to the Captain, not some borders on a map or colors on a flag.