Because his rock solid masculine image is just an exaggeration he wears to make people like him and think he’s tough. Mallory didn’t just roast him, she told him to his face that him and the way everyone treats him is just a show and that nobody gives a damn about his authentic self. Seeing how worked up he was about being betrayed by Countess, and the fact that he didn’t notice everybody’s hatred towards him earlier, he probably uses his narcissism to mask a deep insecurity that nobody (other than his father) ever had the courage to call out until Mallory did and in a way she probably brought back memories of his dad calling him a fake man that cheated his way to the top.