Well, because maybe he had pride in himself and was comfortable in his own skin. in the first film Mystique said something about being proud of who she was and not being afraid to show her real form because she had been afraid to when she was younger. Magneto taught her that, I think.
http://i.imgur.com/IPBPrwg.png
-
http://static.comicvine.com/uploads/original/6/62537/1604301-uncanny_x_men_486_15.jpg
-
http://vignette4.wikia.nocookie.net/marveldatabase/images/9/90/Darwin_009.jpg/revision/latest?cb=20070627085643