Consider what one reads reveals about oneself:

“I read just about anything by Toni Morrison, E.L. Doctorow, or Philip Roth. And I've got a soft spot for John le Carre.”- Barack Obama

IN case you don’t know anything about these authors, well lets just say they aren’t mainstream or moderate or conservative thinkers. All four authors are most definitely idealists. While that may very well be an admired moral trait, idealists as opposed to pragmatists have tended to not be well executives of the country’s they lead. All four authors have most definitely been critics of America for not living up to the author’s opinion of what America should be. Thus, when his wife says “…for the first time in my life” the obvious conclusion that she has never been proud of America, you can understand why: America doesn’t live up to Obama’s sense of where it should be, hence he is “embarrassed” by America.

Toni Morrison is known as a black feminist critical of American life. Morrison caused a stir when she called Bill Clinton "the first Black President;" saying "Clinton displays almost every trope of blackness: single-parent household, born poor, working-class, saxophone-playing, McDonald's-and-junk-food-loving boy from Arkansas." in the 2008 presidential race, Morrison has endorsed Senator Barack Obama over Senator Hillary Clinton.
E.L. Doctorow is a socialist, He delivered a commencement address critical of President George W. Bush at Hofstra University on May 23, 2004..
Philip Roth, he wrote a book titled “I Married a Communist”, says it all.
Note that the first three (not sure about Carre) are all excellent writers.
John le Carre (pseudonym of David John Moore Cornwell) is known as a good espionage writer, the Englishmen wrote one essay titled “The Unites States has gone Mad” protesting the US led war in Iraq. He has had a long-running feud with the author Salman Rushdie, arguing that the publication of Rushdie's novel The Satanic Verses, as an affront to Muslim sensibilities, predictably put Rushdie and other people connected with the publication in danger. Rushdie in turn accused le Carré of misunderstanding his work and siding with those who imposed a fatwa on him, forcing him into hiding.

You are what you “eat”. If this is what he reads, no wonder America "embarrases" him and he dislike her.