Does it annoy you when companies don't show the internals of electronics ?

Architecture.  I had a Muse Signature 9 CD player decades ago.   It was mediocre sounding, totally inferior to so many other players I tried after I bought it on a recommendation without hearing it (I won't do that again).  It was beautifully constructed.  Assembly is probably the least important although the Muse had a good transport.  However, component quality and assembly count towards longevity of the product.

First, lets assume this isn't a world of Covid 19 and that you have dealers nearby that you can go to and listen.

Taking away from the WAF outside looks, you are listening to the equipment/system first.  If you are happy with that, most times, that is the number one influence.  A lot of us buy from companies that they are already familiar with, so what's inside has to do with your knowledge of that company.  The quality of their work, sound, etc.

When you buy a car, what are you looking for?  Interior, yes, you can see.  But, engine bay?  you can't get past all the plastic covering the engine bay, so you won't see the engine at all.  

Being an Engineer, I like to see internals and also schematics to see the quality of the design and construction.  However, this is not my number one criteria for purchasing.  Sound quality (does it better my existing piece and takes me closer to "there"?), costs, and reputation of the company (do they stand by their equipment?  do they have a solid reputation on repairing their equipment?

I have seen expensive equipment that had just about nothing inside.  A small transformer and circuit board.  Doesn't faze me.  Because, I'm still listening to the equipment first vs what I know or currently own. 

So, no, I'm not annoyed when companies don't show the internals.

enjoy 

Because there shy.

More like they're embarrassed, at what in there or looks like

Goodness I am paying for the inside so just show it to me. This topic is simple stuff with no deep thinking needed.  Agon continues to amaze me daily.  I guess that is why I come back.