I've never switched but I know of a few people who have. Never made sense to me except in the case of kids.
I grew up in Aberdeen but I've been a Celtic fan since before I could talk. Dad's from Glasgow and the rest of the family are from Barra in the Outer Hebrides, where you're hard pressed to find anyone who isn't a Celtic supporter. I don't mind seeing Aberdeen do well, but I would never think of switching. And I haven't lived there in a long time.