Yeah, the potential secondhand embarrassment element is pretty much nil because, well, these aren't the kind of cosplayers I personally associate with. These are high schoolers and young adults with very little self-awareness or sense of shame and very, very little understanding of things like money and life priorities, not people who work at actual jobs and dress up as fictional characters for conventions as a fun hobby.
These aren't the people who were deeply mortified to let anybody know why they were buying several yards of fabric from a craft store and working in secret on costumes so they wouldn't get mocked by their parents- these are the kinds of idiots who relish in getting disparaging comments from family members so they can employ "witty" comebacks because their lives are so devoid of actual conflict and struggle and because they do not experience shame correctly. You kind of have to lack a degree of shame in the first place to make and wear a fictional character's outfit (or, you know, a fursuit, or a steampunk outfit, a gothic lolita ensemble, so on and so forth), but there's a line between actively trying to make normal people uncomfortable and confused outside of a convention setting and just not taking obvious attempts to provoke or insult you when you're, say, in a hotel or en route to a convention center. One is confidence, one is being a tactless weirdo.
I feel like a lot of these stories about getting mocked or insulted for cosplay are sort of a "me too" situation in response to actual stories of people getting unreasonably treated like shit in cosplay. There are loads of cases of talented, completely reasonable people getting harassed by non-cosplayers at conventions, and everyone tends to be rightfully offended at strangers coming in and acting like the cosplayers are objects or that their costumes aren't things crafted with a lot of time, effort, and money. And the victims in these situations tend to get a lot of sympathy from the assorted nerd community, which is, once again, completely reasonable. But idiot teenies look at this and go "Wow, when my teacher gave me a funny look for wearing a Naruto headband in chemistry class, I felt just like that cosplayer who got treated like shit! I'm gonna tell people about it and they're going to make me feel better about my life choices!" And so every stupid microaggression and every situation that could have been avoided with even an ounce of common sense or self-awareness, every piece of bemused commentary or mockery from someone who has absolutely no frame of reference for cosplaying as a hobby or an art form gets turned into a narrative of "oh my god I can't believe those uncultured swine didn't recognize my AU fanfiction genderbend Hetalia costume" or "I totally owned those jerks who were looking at me funny for dressing up like a giant cat!", regardless of how innocuous the original situation was. When you're a maladjusted teenager, feeling superior for something about you that's just kind of weird can feel very, very gratifying, and making yourself out to be a victim or an oppressed minority who's ultimately way smarter, cooler, and secretly better than your ignorant enemies is a really quick and easy way to do that.
So yeah, these aren't all cosplayers, and they sure aren't the cosplayers I'm friends with, but I know pretty well where they're coming from. It's what makes them equal parts embarrassing and hilarious to hear about.