+5 Yes, Puerto Rico is widely considered a colony—or often described as the world’s oldest colony—due to its status as an unincorporated U.S. territory. While residents are U.S. citizens, they lack voting representation in Congress, cannot vote for president,

“Should” is neither here nor there.
I don’t know what you mean by military support. Are you saying if they are allowed to go independent? They won’t, there is zero chance they will be independent.