There really is no right answer to this question because it is what it is. If you are a fan of one team and don't want to acknowledge its past from another city/incarnation then don't. It doesn't change the fact that certain parts of an organization did move from one place to another. It reminds me of the age old Ship of Theseus paradox. It really is a question of identity and ultimately semantics.
http://en.wikipedia.org/wiki/Ship_of_Theseus