Complex sentence: They often include the desire to retreat from socially intense situations where other people may remember an embarrassing incident, or, even when alone, the embarrassed individual may avoid recollection of the incident due to feelings of shame it causes.
Split into simpler sentences: They often include the desire to retreat from socially intense situations where other people may remember an embarrassing incident. When alone, too, an embarrassed individual may try to avoid recollection of the incident due to feelings of shame it causes.