Yeah, he was embarrassed by it. It was just as the program came back from commercial, and for the first several moments, you could tell he had no idea that he'd been on the air.
Then the e-mails starting arriving.
His embarrassment was palpable. You could tell that for the rest of the broadcast, he was super uncomfortable. I felt sorry for him, because we all say that and especially when we think no one else can hear us. And he clearly thought he was off-mike.