Our Heavenly Dad thought we were worth it! We were Worth a Son to Him so he could have far more sons and daughters. It was fitting in the Father's mind and heart to give a Son for us.
10 For it was fitting for Him, for whom are all things, and through whom are all things, in bringing many sons to glory, to perfect the author of their salvation through sufferings.
11 For both He who sanctifies and those who are sanctified are all from one Father; for which reason He is not ashamed to call them brethren. (Heb 2:10-11)
Why was it fitting? In two ways it was fitting or proper. First, the issue of sin needed to be dealt with. A sufficient satisfaction needed to be made to satisfy the sense of fairness and justice of God. That satisfaction, Jesus, had to become one of us so that he could substitute for us. Second, since God's purpose was to have many new sons and daughters for his family, it was only fitting to send a Son to rescue these sons and daughters.
Jesus Christ's reaction to what the Father did was not to be ashamed of us but to call us his sisters and brothers. We are all of the Father's family so the Son happily embraces us as one with him.