Truthfully, she was ashamed of her actions back on the ship, but she was mostly afraid of what Yugi may think of her of doing such an act. But on the other hand, Yami lets her know that it's a common thing to feel, and that Yugi is only just getting to know her; to not lose hope on getting to know him and the world, in return. She let him guide her head to his shoulder, and made herself listen to him. [i]Listen to what her king needs to say.[/i] Maybe he was right; maybe she was overthinking her self-consciousness. It did make her feel a little bit better when he mentioned that Yugi was nowhere near reciprocating any of Mai's advances. So, as long as he is not focused on Mai, she can hold herself back from doing anything selfish. 

No, this doesn't mean she would want Yugi for herself, like Tea, but only to keep her shadow-self at bay, and not do anything to oppose Mai, if not, harm her. "I just want to be there for him, you know? And not do anything drastic that might twist his view of me", she admitted, having to wipe a few tears from her eyes. Maybe she should talk to Yugi, as suggested. It sounded wise, so after a moment of thought, she placed a hand on top of Yami's own. "Thank you, for your wisdom", she had to thank him. He was her protector; her partner; someone else she can confide in, aside from Yugi. But she had to think that Yami would come to understand such issues, probably more than Yugi. The boy was just a child; a tender-hearted, innocent child. But like Yami said, Shadow had to learn on letting Yugi see her as who she really is. Nodding to the spirit in thanks, she reappeared by Yugi's side, back in her duel monster form, looking down at the ground.