Shame wasn't Bumi's intent, getting Wan to understand was.
He crosses the distance between them, and puts a hand on Wan's shoulder.

"No Son, I think panic at the threat of arrest is the right response. You getting arrested wouldn't have helped either of us, so you were right to run. But Avatar or not, we're all in this together, and we can't help if you don't let us." Bumi gives that shoulder a reassuring squeeze.