I completely agree with your take! I mean, he feels a bit guilty that he's keeping secrets from Zhao Yunlan but that's hardly a defining point of his personality!
In a way, this reflects another unpopular opinion I have about Shen Wei: I don't think he has any self-confidence issues, or even self-worth issues. He is, after all, a very proud and self-possessed man, and that doesn't come from nowhere. However, the source of that self-confidence and self-worth is totally different from what a normal person in our modern era would consider acceptable. To him, his own value is firmly linked to his ability to correctly perform his duties and fulfil his responsibilities. Which aren't necessarily always official: it's clear that he thinks of Yunlan - and eventually the rest of the SID - as his responsibility, too. I'm also fairly convinced that he knows and accepts that Yunlan loves him, but in his own mind, if he fails to protect Yunlan, he would become unworthy of Yunlan's love (regardless of what Yunlan himself might think). So it's not that he considers himself inherently unworthy, but that he's determined not to fail in his role as protector so that he doesn't become unworthy.
This is a crucial explanation to me, and also one very much supported by canon. Both Zhao Yunlan and Shen Wei say something to this effect at the end of the Mountain River Awl arc, when discussing Sang Zan's reaction to his tribe killing Wang Zheng. Perhaps not exactly about becoming unworthy of love yourself, but feeling that your honour and dignity is bound up in being able to protect those you love.
Shen Wei knows who he is, what his duty is, and what his abilities are. There's never any doubt in his mind, and no reason for guilt.
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In a way, this reflects another unpopular opinion I have about Shen Wei: I don't think he has any self-confidence issues, or even self-worth issues. He is, after all, a very proud and self-possessed man, and that doesn't come from nowhere. However, the source of that self-confidence and self-worth is totally different from what a normal person in our modern era would consider acceptable. To him, his own value is firmly linked to his ability to correctly perform his duties and fulfil his responsibilities. Which aren't necessarily always official: it's clear that he thinks of Yunlan - and eventually the rest of the SID - as his responsibility, too. I'm also fairly convinced that he knows and accepts that Yunlan loves him, but in his own mind, if he fails to protect Yunlan, he would become unworthy of Yunlan's love (regardless of what Yunlan himself might think). So it's not that he considers himself inherently unworthy, but that he's determined not to fail in his role as protector so that he doesn't become unworthy.
This is a crucial explanation to me, and also one very much supported by canon. Both Zhao Yunlan and Shen Wei say something to this effect at the end of the Mountain River Awl arc, when discussing Sang Zan's reaction to his tribe killing Wang Zheng. Perhaps not exactly about becoming unworthy of love yourself, but feeling that your honour and dignity is bound up in being able to protect those you love.
Shen Wei knows who he is, what his duty is, and what his abilities are. There's never any doubt in his mind, and no reason for guilt.