There's actually a diverse opinion even within the indigenous community, Indian can be a uniting identifier, but it can also be representative of everything wrong with colonism.

While I'm not American, my understanding from my grandfather who was warded to a government school in Canada (though it's never been clear if he is first nations, he was documented as such but his cultural experience once he joined the army and moved countries to has been white, and I am white, so I can not truly speak to any of this), whether an individual or a tribal group are more comfortable with the label Indian or Native American, or indigenous, or first nations, tends to depend on the relationship between the person/group and reservations and government programs that historically used the terminology of Indian.

My grandfather for example would use First Nation's/Indigenous (though he used to say that he was "treated like first nations" rather than he "is" first nations, because even he had no idea if he actually was or not), he couldn't bring himself to say "Indian" because that's what he was labelled as while subjected to the abuse of the educational system at the time, it's a traumatic term for him. Meanwhile some of the men he knew from that time united under the label "Indian" to claim it back from those that used it to oppress them, it's a point of pride for them.