I suspect some of this is really language based to do something that might be embarrassing may be sufficient that it could be used but unless the was the possibility they may be seen especially by those who know them it doesn't move into feeling more humiliating and it need not be sexual (you can make a fetish from pretty much anything).
Perhaps it's it better to put aside that and look at what is going on.
The Sissy has indicated some things they have a longing or craving for to the person who is acting in a dominant way but "I couldn't possibly do that because I'd feel ashamed, embarrassed" and what they are basically doing is is talking them,cajoling perhaps into do just that.
It's a kind of a game played to get Sissy into being who they said they felt they were wanting - it's not forced - and many of us enjoy it but I would agree there are somethings that don't fit in a Adult Kid setting and certainly when I feel like playing I certainly aren't looking for anything that someone with same play ages in real life would either because I just want to play with that person being more of Parental type, strict Mummy possibly but just that.
The Big stuff can have it's own time and space.