The article quotes Frampton as saying, "I have been accused of having a huge ego." Asking for proof would be admitting to himself (and her) that he can't realistically bag a swimsuit model.
There's a difference between being able to buy a Rolex and believing the guy on the corner selling Rolexes out of this coat pocket sells genuine ones. First has to do with the ego, the second only with lack of the common sense.