I get the sense that Shane and Ilya harbor the belief that they are unworthy of each other but for markedly different reasons.
Ilya's sense of inadequacy is more readily comprehensible. Despite his outward bravado and overconfidence, he knows his own “flaws”. He had a rough childhood, a messed-up family, and he feels out of place after leaving his home country. Shane, on the other hand, seems to have had a perfect life—supportive parents, wonderful childhood, and everyone in his community seems to adore him. He's practically seen as Canada's golden boy. Ilya probably thinks he has nothing to offer Shane apart from his broken self.
In contrast, Shane's belief that he does not deserve Ilya is less immediately transparent, as the books do not explore it in depth. Imo, it stems not from a perception of personal brokenness or inadequacy (like Ilya) in what he can contribute to the relationship, but rather from a deeper, more fundamental issue of self-worth. He does not see himself as damaged; rather, he just simply feels he is not good enough to deserve Ilya, period. And I think it’s rooted on his long-standing hyperfixation with perfection (i.e. being the perfect son, the perfect athlete, the perfect model representation) that he can’t help but also hyperfixate on how imperfect he actually is to the point of believing he’s unworthy because he doesn’t think he’s perfect enough for Ilya.