Why does Max feel that asking people for help is selfish?

When Max Vanderburg arrives at the Hubermanns', he says that there is a "scratchy feeling of sin." Then he says something that gives us an insight into why he feels that asking for help would be selfish—would be, in essence, almost a sin:

How could he show up and ask people to risk their lives for him?

Max knows that if he is discovered in the Hubermanns' basement, they will suffer for having hid him. They will be risking their lives. He knows that even if he is not discovered, they will still be living in fear and will be giving up what little food they have to provide for him. The narrator, Death, outlines the situation on page 199:

When a Jew shows up at your place of residence in the early hours of morning, in the very birthplace of Nazism, you're likely to experience extreme levels of discomfort. Anxiety, disbelief, paranoia. Each plays its part, and each leads to a sneaking suspicion that a less than heavenly consequence awaits. The fear is shiny. Ruthless in the eyes.

Hans, Rosa, Max, and Liesel; they all know exactly how dangerous what they are doing is. In Max's shoes, it is not surprising that his asking the Hubermanns for help leads to his feeling extremely guilty, enough to make him view this as selfish, a sin. He later states (pages 207–208):

Thank you. For Max Vanderburg, those are the two most pitiful words he could possibly say, rivalled only by I'm sorry. There was a constant urge to speak both expressions, spurred on by the affliction of guilt.
Living was living. The price was guilt and shame.

Max chooses to live, despite the consequences of putting others at risk. Living always has a price, which is a theme often revisited throughout the book.