"Nobody's perfect" may be a cliche, but it's 100% true. And just because someone is more religious doesn't mean they're automatically fully righteous either... indeed, from what I have learned, becoming more religious moves the proverbial bar higher... i.e. Hashem exects more of such a person because they should know better being more religious. Hence, while no one should ever be arrogant, being arrogant because of one's increased religious observance is all the more so wrong.
Understandably, in general, hardly anyone wants to be embarrassed... however, when it comes to something like a lust problem, you have to hard, straight decision to make: what is worse for me - some embarrassment in the short term, or a long-term lusting problem? If one is able to soberly consider that question, then the answer usually is quite obvious... even if it is hard to implement anti-lusting efforts.
Iy"H, everyone should have a good day.