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This question actually relates to Chapter Twelve, when John reads the text of Romeo and Juliet, only to be laughed at by Helmholtz. Helmholtz understands Shakespeare's talent and appeal but has no appreciation for the emotional aspect. He does not understand romantic love, thus, he cannot truly understand the text. John, who is in love with Lenina, however, is extremely moved. Thus, he is ashamed.
Brave New World