Sean's general self-loathing is well established, but I think the exact nature of it is something I haven't talked about at length or seen discussed in full elsewhere.
At first glance it may seem as though "just fighting squid dogs until I'm dead" and Sean's willingness to go down swinging, throwing himself at most threats, stem from him wishing for a heroic death, but I don't think this is the case. He'd like it - it would give Bee a good thing to tell his mother, for whatever that's worth - but the truth is something he says elsewhere: "No shit. I'm a monster too."
Sean is not terribly worried about harm to himself. It is tempting to assume that his decision to throw the gun down the drain is about wishing to stop himself from using it for suicidal impulses; but I don't think it is. He's worried about using it on others. He throws it away immediately after he envisions the letter in which his mother accuses him of killing innocents and flashes back; later, he acknowledges that had he had a gun, he might have shot Lucas: "I'm not holding a weapon right now, so when my right index finger twitches, nothing happens."
It's helpful to understand Sean in terms of two of the people who come closest to understanding him: Bee and Nathaniel.
Bee, on the surface, has a lot in common with him: both lost their entire family, one way or another, other than each other, Marion, and Peggy (who they did, in a way, lose) and their homes in the war. Bee understands Sean's past - him as a boy, before all of this - in a way no one else can, since Marion was also himself quite young. The difference, however, is that Bee wants to return to that past - and, to be honest, that would fix the majority of her problems. Were Bee's husband to still be alive? Were she to have her home again? That's what she wants! That would be life-changing! And so she thinks about happier times, and urges Sean to go back to a more innocent time, and blames Nathaniel as a figurehead for the war that took this from them.
The problem is that Sean's problem, in the end, is that he went to war and found out he was the kind of person who'd kill things that look like children. He doesn't think they were real children, maybe, but some days he's not sure. His worst fear is that his mother would know precisely what he did with NoMAD, in Ghost company, and he believes she'd hate him for it. If Sean had an apartment? If Sean's mother were out and living in her tenement? Hell, if his brothers were alive? This would not change. It certainly doesn't help, that there's immense loss and poverty on top of all that, but in the end, Sean does not trust himself to make choices, believes it to be only a matter of time before he hurts someone again (to the point that I wonder if this is why he's avoiding his mother, or if it's because that if he spends more time with her she might realize who he is now), and now sees himself, in a way, as, well, kind of like a squid dog - can be tasked to be a protector, but corruptible, easy to turn, and liable to bite those on the same side.
Sean explicitly equates death as freedom from having to make decisions - because he believes he will make wrong ones.
Nathaniel, on the other hand, is much more ignorant of Sean's material losses - he is unaware Sean is living at the chapter house nor does he know about his mother - but what Nathaniel does share, and Bee does not, is that sense of identity shaped by a specific action (or in Nathaniel's case, inaction). Nathaniel thinks himself a coward because he did not save his older brother from drowning; it defines him perhaps even more profoundly than the war (though his response to his officer's pistol indicates the war left plenty of marks on him as well).
Nathaniel might not know the details of Sean's connection to baseball in the same way Bee does (though, notably, they are the only two to engage with it; Jean and Marion haven't). It's not clear if Nathaniel knows quite what happened in Ghost Company either - it's not even stated if Sean came to Echo Company before, or after, though it really only makes sense after. However, he does understand someone who doesn't think they will make the correct choices; he understands guilt and self-loathing in a way Bee does not. He understands being the surviving child and believing your parents got the worse deal out of that. And so it's Nathaniel who understands the importance of giving Sean orders, and the (temporary and false) absolution even an imperfect institution and the identities it confers provides.
Nathaniel's issues with himself are not on the same level as Sean's - he seems to have come to a place of "I'm a coward, and would prefer not to be, but at least I'm attempting to use what skills I have" [ignore whether or not he's actually a coward, that doesn't ultimately matter in this discussion, the same way that it doesn't matter that Sean bought his sick brother a hat with his paltry spending money] whereas Sean is actively opposing any indication that he isn't a monster, or at best a weapon. But he does understand that Sean's issues come from a similar place and how to live with them - which is something Sean does not yet see as a possibility.
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