In the book, the 2014 Vegas scene is allll about Shane taking control of the moment. Ilya is being bossy and pushy and telling Shane what to do but Shane almost immediately realises that he can push right back. By having Shane act out his fantasy, Ilya is making himself vulnerable to having that fantasy enacted upon him; he's too into it, he's too affected by the image of Shane Hollander naked in his bed, "putting on a show" for him to keep up the arrogant, icy demeanour.
And Shane is so fucking into it. He was uncomfortable at first because Ilya set him up to be vulnerable and exposed but as soon as he realises that he can provoke Rozanov into breaking character, he leans all the way in. Shane wants but when he says "get it for me :)" he's confronting Ilya with his own want and Ilya breaks basically immediately! He wants so badly that he can't stop his wanting being known!
The whole thing is a back-and-forth, forcing each other to admit to their desires. Shane is initially humiliated to hear himself beg (because he still hates how much he wants gay sex in general and Ilya specifically) but then he also understands, maybe for the first time, that begging is not just an act of submission. By begging, he is exerting power over Ilya, who, after all, wants to give exactly what Shane wants. By pushing at the limits of Ilya's self-control, Shane is claiming control for himself because he has the power to affect Ilya so strongly. This is an empowering scene for Shane!
It's also notable that afterwards they kind of collapse onto the bed together and share a moment of "Jesus, dude, that was hot" until Ilya kicks Shane out (right after Shane asked about Russia, mind you! stuck his finger right in that festering wound!). Shane doesn't leave that scene feeling weird or uncomfortable or humiliated by what they did, but he does leave suddenly aware that he craves a tenderness (kissing) that he isn't entitled to under the usual rules of their relationship, and that's what makes him uncomfortable:
