Actually he is right; it would be an embarrassment.
I really don't know if it would be possible for the government to embarrass itself anymore than it already has.
We have a (possible) president to-be up on corruption charges, with the happy backing of the ruling party, this same wannabe president showers to prevent AIDS, we still have our garlic and beetroot brigade running around somewhere, happily quiet now, we just had a dep minister utter anti-semitic (racist) nonsense last week ... need I go on.
To my mind, the only intelligent thing Julius has ever done was pass up his nomination for a seat in parliament - but he would probably have to give up his ANCYL leadership if he did that. I'm sure he'd much rather just skip to ANC leader rather than take the long road.
Yes, it is an embarrassment (possible), but we can hardly let him go just because of that ... like "Hey, this could be embarrassing, so we're just going to forget you did anything - screw law and justice"