This changes when Atticus shoots the mad dog. They find out that he is a sharp shooter and was infamous in the county as one-shot Finch. They were now proud of their father. Jem is confused that his father has kept this a secret and at first wants to know why Atticus would not be proud and brag about this ability.
The reason Jem won't allow Scout to brag about Atticus's talent is because he wants to be a gentleman like his father and understands that having the ability to shoot beings is not something to take pride in.
