When Joe accompanies Pip to Satis House, it is because Miss Havisham had requested Joe be present. Pip is still a young boy, but at Satis House, he had certainly been learning certain new social graces that Joe would not know being a laboring blacksmith whose livelihood kept him at the forge and illiterate. Pip anticipated the difficulty of a discussion between Havisham and Joe. Pip anticipated being embarrassed.
As luck would have it, this turned out to be just as Pip imagined. Joe refused to address Miss Havisham when she spoke to him. Pip narrates:
It was very aggravating; but, throughout the interview Joe persisted in addressing me instead of Miss Havisham.
Joe's discussion through Pip continued and Pip grew increasingly disheveled. The content of their discussion was Pip's future, and this did not travel in the direction of Pip's wishes. Pip was becoming interested in becoming a gentleman. Between Joe and Havisham, it was determined that Pip wanted to be at the forge.
Joe also had worn his Sunday clothes. These looked rather funny on him, but Pip wasn't about to tell him as he could see how nervous Joe was already.
For the most part, Pip was simply embarrassed of Joe for these behaviors.