They are saying that "what if they came to one of your performances and you did not match the expectation they had of you, based on how good they think you are from what you've said to them - how would you expect them to move forward if they thought you weren't 'all that' "?
One thing I have noticed from your comments OP is how you say many times how you would / do feel if / when the boot is on the other foot. That is not being objective, that is saying how you would feel, based on you. It is not looking at it based on them.
For example (and this is a stupid dumbed-down version of events) if you were to ask my husband how he'd feel if our washing machine broke down, he'd give you a much more positive response than I would, on account of the fact that I do the washing and he doesn't. A faulty washing machine would never be an issue to him. Asking him how I'd respond would yield a different answer.
As for supporting friends at their performances, I am biased, because I come from a mother who didn't hold back as to how much she hated seeing children perform and how she never liked going to see us at school (no matter what were doing) and had nothing good to say afterwards either, so I don't really 'get' the whole need to be seen / supported by those close to us - if I want to do something, I will just do it. However, I will support friends as far as I can - I would be willing to see a concert within the boundaries of what I am comfortable with, I would be unlikely to go to anything where a hobby is discussed at length among other enthusiasts (I don't mind admiring the end results, but I am not interested in learning the processes), and I would be very, very unlikely to attend anything sports related as I have no interest in any kind of sport.
I also have a lot of embarrassment seeing some people perform / all dressed up. It is totally my problem, but it doesn't change how I feel. There are certain life events for which people get dressed up for, and I cannot bring myself to look at the photographs of them when they are out on show. Totally, totally on me, but that's how it is.