I like the point of contention between Amicus feeling embarrassed after the match and Marco wanting him to be safe. While Amicus seems to have a good intent in wanting Marco to be honest in saying that he should feel embarrassed by Amicus' defeat, I cannot help but interpret that Amicus wants Marco to feel embarrassed for him so that he does not need to ask himself why he's embarrassed. To distract himself from confronting his own feelings alone and instead blame Marco for having similar feelings in the future.
It's likely that the loss, coming at the expense of his pride and ego, makes him feel like he is unworthy of being an emperor or that he cannot protect Marco sufficiently.