I see what you're saying.
The term 'to disappoint yourself' usually would make one think automaticaly think about something really extreme, such as an unaware behaviour against one's own nature, something that goes against one's own principles...like doing something wrong.
I don't think he meant it in that sense but so far so good, because neither did I.
Now, in another sense of the term, in a 'lighter' sense of the term, in the sense in question, I think we still remain in disagreement.
Take for instance quitting smoking or losing weight... It is entirely possible for a Satanist to have put on weight, decided to lose it, then aimed at losing for example 10kg in the year 2009, failed to do so then felt disappointed at themselves.
Same goes for smoking. It is entirely possible for a Satanist to have acquired the habit of smoking, decided to quit then aimed to have the last cigarrete in the year 2009, but bought and smoked a pack on the first week of 2010, therefore failing to achieve the aim of quitting smoking, and as a consequence felt disappointed at himself.
In both of these two examples/scenarios, I agree that Satanists are less likely to fail than you avarage believer, but I would not go as far as saying that real Satanists would never fail or feel disappointed at themselves by doing (or not doing) so.
"Wer Nichts Wagt, Kann Nichts Verlieren"