Yes, we are hanafi. This is a topic I am interested in, who were these madhab leaders. Why did certain geographies adopt one school of thought, and others followed another madhab leader?
Short answer: Royal patronage by
Turko-Persian rulers.
http://upload.wikimedia.org/wikipedia/commons/8/8d/Madhhab_Map2.pngIn the above map all the green is hanafi. Iran only turned shiite in the 17th century, before that they were also sunni hanafi.
During medieval times the area from Turkey/Egypt all the way to India were ruled by Turkic military rulers who were Persian in culture. The Persian political establishment and state culture were dominated by Hanafi jurists and thinkers. They heavily influenced the Turkic rulers and those Turkic rulers in turn promoted that specific school of thought. The Delhi sultans, Seljuks, Ayyubids, Ottomans, Timurids, and Mughals were all Turko-persian kingdoms all basically had the same Turko-Persian foundation and their religious jurists were hanafis.
Notice that with the exception of Iran, nearly every Muslim area that were historically
not ruled by this Turko-Persian are also
not Hanafi. But all the historically Turko-Persian domains are. Iran is only special, as I mentioned, because it was turned shiite by the Safavid empire. Otherwise Iran would have been sunni hanafi just like India or Turkey.