A phrase that means “feigning being violated”
Solution 1:
Is it feigned outrage? That has around an order of magnitude more hits than "feigned umbrage" on Google (21K vs. 1.5K) and appears as a phrase used by politicians across the spectrum. For example:
Yet for all these exacting efforts to do a hard and necessary job and to do it right, we hear from some quarters nothing but feigned outrage based on a false narrative. (Dick Cheney, in an op-ed)
And:
In an interview with CNN’s Anderson Cooper, President Bill Clinton said there was something “completely disingenuous about the feigned outrage” from conservatives over the MoveOn ad. (via ThinkProgress)
Solution 2:
"Feigned Umbrage" sounds sort of clunky and perhaps both words are not commonly used, but I think it perfectly and unambiguously describes the situation, a version of which came to mind yesterday during Michael Cohen's testimony before Congress.