I feel like you're both right. He's insecure "scoundrels like me" and he is simply the kind to cause scenes to hurt Rogue. If Gambit wanted to he could have grabbed Madalyn and ask for a dance and they could have had a dance off. But he wasn't interested in showing up Rogue. He simply knows it's something Rogue has to go through and will hopefully come back to him "til then we be friends mon ami"
Though this le as d to a terrible directing choice from the director and we don't follow Remy at all so the next scene feels too jumbled because seems
Ike he was out there for awhile helping people til Rogue shows up but they didn't bother to focus on Remy tending to the injured