He means that he loves an inner air, an inner light in which freedom lives and in which a man can draw the breath of self-respect.
Men who have offered their lives for their country know that patriotism is not the fear of something; it is the love of something.
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Source, in full
Speech to the American Legion convention, New York City (27 August 1952); as quoted in "Democratic Candidate Adlai Stevenson Defines the Nature of Patriotism" in Lend Me Your Ears : Great Speeches In History (2004) by William Safire, p. 81 - 82