When Bradley says his Mom never reacts to his roles but did this time, what he means is the interpretive dance finally paid off.

Bradley was ridiculously delighted when - instead of staring blankly and bending her head back down to munch on some oats - his mother whinnied and attempted to bite his nose. It was the equivalent of uproarious shouting in Bradley-world, so he kind-of, maybe, translated it as such when he talked about her in an interview.

Look, it wasn't that he was ashamed of his parents, it was just really awkward to explain that your parents are ponies. (People always looked at him weirdly afterward, though Bradley could never quite figure out why.)