I think drag might be right about some people being shamed by it, but I think the reasons are probably much more diverse, because there are all kinds of people.
I think in some cases it can be the fact that people often hate change, especially changing their behaviour. Learning new things is difficult for them. So they think - why does Dragon Rider want us to hurt our brains with the learning pains when using the usual pronouns works for everyone else I know? It goes against their life experience to think it might be really important to drag. They would need to be exposed to many more people like drag to start to see it as something necessary and normal.
And I think there are probably many more mechanisms in people’s minds that can make them reject drag’s chosen pronouns, I’m just not good at imagining all of the posibilities. People are very diverse.