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"Son, I have no doubt that you've been annoyed by your contemporaries about me lawing for niggers, as you say, but to do something like this to a sick old lady is inexcusable. I strongly advise you to go down and have a talk with Mrs. Dubose," said Atticus. "Come straight home afterward." (11.43)
Even when others do things that Atticus would rather eat spiders than do, he still thinks they should be treated with respect. In his moral system, just because Mrs. Dubose strikes out at Jem doesn't mean he's allowed to strike back. Atticus is definitely a New Testament kind of guy, turning the other cheek rather than going after an eye for an eye.
"Atticus, you must be wrong...."
"Well, most folks seem to think they're right and you're wrong...."
"They're certainly entitled to think that, and they're entitled to full respect for their opinions," said Atticus, "but before I can live with other folks I've got to live with myself. The one thing that doesn't abide by majority rule is a person's conscience." (11.54-57)
Democracy may determine how a group will act, but it can't control what a person thinks: the jury can vote to find Tom guilty, but it can't make everyone in Maycomb believe that he is. (But you think that makes him feel any better?)
"Scout," said Atticus, "when summer comes you'll have to keep your head about far worse things... it's not fair for you and Jem, I know that, but sometimes we have to make the best of things, and the way we conduct ourselves when the chips are down—well, all I can say is, when you and Jem are grown, maybe you'll look back on this with some compassion and some feeling that I didn't let you down." (11.53)
Sometimes it's kids rather than parents who just don't understand. Atticus knows that his behavior seems incomprehensible or just plain stupid from some perspectives, so he hopes Scout and Jem will be able to understand why he did what he did when they're older, even if they're too young to get it now. There's no shame in being an object of compassion.