For many years, this was a guy who was probably trying not to call attention to the fact he was a shapeshifter. I don't think he practiced behind closed doors and maybe even felt resentful every time he had to do it based on the way they treated him like he was the entertainment early on. I can see his development as a shapeshifter was slowed by this, but also, his straightforward and honest personality may hamper him to some extent. He may not be a guy, er, thing who can fully get into being something other than the identity he'd worked hard to make for himself. The more time he spends with his own people, the more quickly he will "catch up," I'm sure.
Thats how I've always saw it, as well as his youth compared to Laas. That episode got into it a little. Odo saw it as an uncomfortable disturbance. He just wanted to fit in and be accepted, not draw attention to himself as being different.
I'm sure on some level that with his infatuation, and then relationship with Kira, it heightened his need to feel more 'normal' to her.