So let me ask you something. Without the fans, would there be a baseball team in Boston? If there was not a single fan of the Red Sox, would they have a baseball team full of professional athletes?
The Red Sox are extremely dependent on their fans to generate the revenues to field a team. Without the fans, there is no team. Are the fans employed by the Red Sox? Of course not. But does the fanbase have a direct impact on the players? Absolutely. And for that reason, it's a "we". Each fan is an investor in the Red Sox, and while the ROI is not in the form of money, it is in the form of thoroughly enjoying watching them play every night, keeping up with offseason moves, trades, etc.