They shouldn't be asking Phil if he's embarrassed, they should ask the players. A coach can only do so much. Phil's reaction is priceless though, you can tell he's pissed at the team.
He's probably pissed at how horrible Derek played. I like Phil but I doubt he has the balls to bench one of his most beloved veterans. Just like how he could barely hold onto not playing Luke Walton earlier on in the season. Must've hurt him a lot seeing Vladrad draining rainbow threes while Luke's high basketball IQ went to waste on the bench.