I think he was embarrassed as well, but not only by having to accompany Snake, but by the whole trara.
Chris doesn't strike me as a douche at all! I think he has his own standing in life and fell in love with Maddie as women, not as the princess. By now I read him being annoyed by the whole hoopla around her, more than anything.
They could have lived in annonymity in NY, but unfortunately the paps find them all the time, hence his "pissed off" face. On the other hand, if he really wants to stay with her, he better get used to all this crap, because he'll have to accompany her on certain occassions, and deal with the king of douche, his possible father in law.