Not to forget his behaviour during the European Championships ITT last year, that was not the reaction of someone arrogant and self-centered! It was one thing that he was clearly thinking about Bjorg Lambrecht, I think everyone was at that time, he also took time to mention Stef Loos.
Oh, and I think he might have been one of the only (non-Danish) pros who took the time to pay tribute to Andreas Byskov, a guy he might have barely known.
As for on the bike; I'd say he simply behaves like someone confident about his own skills, and why shouldn't he? He's… quite good.