Atticus, at this point in the story, has a well-developed reputation for being principled but controversial. Between his age and his "nigger-loving" sentiments, he is the subject of much scorn among the town and his own family. This doesn't seem to bother him, but it does bother Scout and Jem. They wish Atticus was more normal, and they rightly want to defend him against his accusers but find it difficult to do so, because Atticus doesn't seem to want to provide anything for them to work with.
When it is revealed that Atticus is an excellent shot, and simply doesn't talk about it because he finds it boastful, this gives Jem a new perspective on Atticus's attitude. He begins to realize that, rather than being defenseless against public opinion, Atticus simply puts his personal principles above the approval of the mob. Moreover, he has no need to prove himself to anyone, nor any need to reveal his gifts whenever it is demanded of him.
Jem doesn't care if Atticus could do anything, because he's a gentleman, and that is more valuable and rare than any skill that Jem might have admired.
Scout and Jem aren't happy with their father because they see him as old and he is going against what society tells him. However, Jem comes to realize that (after Atticus kills a rabid dog in Chapter 10) Atticus has great qualities and he is a good man. He knows his father is strong and puts his morals over what people think of him without bragging; Jem's perspective has changed and he matured.