I realized I left my phone in there
Don't you want to go in and get your phone?
Not really. I'm too embarrassed to go back there.
It's not good to be that forgetful. You shouldn't feel embarrassed by going in again. If you don't go in and grab your phone now, somebody else will.
I'm glad I didn't go in. It would be awkward if I did.
Why would it be awkward? You're just getting your phone back. You are the only one who is thinking this way.