Psychological theories like IFS would recommend charitably interpreting the inclination to embarrassment as a friendly impulse to protect oneself by protecting one's reputation. For example, some people are embarrassed to eat out alone; a charitable interpretation is that part of their mind wants to avoid the scenario of an acquaintance of theirs seeing the lonely diner and concluding that they have no friends, and then concluding that they are unlikable and ostracizing them. Or a minor version of the same scenario.

Then one can assess just how many assetts are at stake: Realistically, nothing bad will happen if one eats out alone. Or one might decide that distant restaurants are safe. The anticipation of embarrassment might respond with further concerns, and by iterating one might arrive at a more coherent mental state.