A lot of people get caught out with unexpected approaches like that. Even the most socially confident people might utter something embarrassing or fail to find a witty response in time and just look lost. So I wouldn't worry about it too much.
Also, being embarrassed by my behaviour is something I've been working on recently. It emerged from trying to understand my social anxiety.
I rehearse social situations a lot. It's debilitating. I realised it's because in the past, from a young age, my behaviour was viewed as odd. Naturally if I'm being laughed at or pointed at I find it embarrassing. So I started being anxious about social situations. And responded by rehearsing so I could socialise without looking odd.
Recently I've experimented with walking into social situations cold, without rehearsing and getting my brain warmed up beforehand, and my behaviour is quite different. I come across as socially and physically clumsy and awkward. I still find it embarrassing, but I'm trying to shake that off so that I have more of a choice - if I'm going to a social event where the outcome is important to me I might mask, like a lot of people do, to make a good impression (and heck have I become good at that!) Whereas when I meet a friend for coffee, I want to be able to just walk in cold and look a bit odd and not worry about it, so I can avoid lengthy practice and suffering the anxiety.
For most of my life I've treated every social interaction like a job interview or stage performance.
I have the luxury of being an old fart now. I don't have so much need to mask. Your mileage may vary.