Is it an insult to my US university to not walk in graduation?
If attending a graduation ceremony is not your cup of tea, you don't need to go.  Better to stay away than to go and be uncomfortable!

It would be considerate to let your department know that you won't be attending.  Some universities make more of a thing of graduation than others, so depending on the vibes at your school, you might want to have some travel plans that conflict with graduation day.

By the way, congrats!