No, he isn't ashamed. Ever.
Not ashamed, and clearly isn't going to learn any tact. Some people never learn, no matter how much trouble they get themselves into.
It doesn't help when one's annoying habits are constantly being reinforced.
John's bizarre kind of confidence is rewarded every time he meets a woman who finds it amusing and/or sexy.
Jean-Marie's belief that non-humans are a nuisance often drives them to antagonise him and so is a self-fulfilling prophecy.
John is shallow so he's happy with his obnoxious self. Jean-Marie... isn't happy, but when he doesn't know what he's doing with his life, knowing what he's not is comforting.