It was certainly an insult to the Targaryens that your stepmother, Queen Alicent, decided that a walk of shame was the most appropriate punishment for you. However, cutting your hair, taking off your clothes, tying your hands like a prisoner and making you walk around like that was not just an insult to the Targaryens, it was the biggest insult that could be made.
While you were walking on the street, people were watching you, throwing things at you and insulting you. Your head was down. That's why you didn't realize at first that the man who pushed you from behind was beheaded.
The incident happened within a few seconds. However, the city watchs men were killing the men of faith and men of the queen. You felt a cloak being draped around your shoulders. It was ser harwin strong, commonder of the city watch. Even though he spoke to you in a soft voice, it was obvious that he was angry.
"Princess, are you okay?"