How about the myth that those deaf who speak well are superior in function and intelligence to those that do not speak well? That is a myth I have heard often.
Just because the mainstream says it doesn't make it so.
But seriously, the mainstream is making that statement from their own ethnocentric perspective without consideration for the deaf perspective and what would be the best benefit for them. So my answer is, "No, it isn't wrong to hold to the deaf identity any more than it would be wrong to hold to any ethnic or linguisitic minority identity."