Perfectly fine not to want to show! I've never showed on my own horse. The only show I was ever in was back in my teens, on a horse I met 10 minutes before the class. Got second place :) but that was more of a 'i'm here, you don't have a rider for the class..... sure i'll do it!' situation.
No need for me to show to know that I already know what I know, if you know what I mean (don't try saying that ten times fast, lol). Self improvement doesn't have to come in the form of ribbons and trophies.