What political gain would Caesar's feigned disgust bring him? The Alexandrian War was a rather slapdash affair that Caesar was totally unprepared for, which Suetonius even says was waged "neque loco neque tempore aequo," (in neither a favorable time nor place). Caesar was fighting in winter behind enemy lines, with only a small number of his troops, who could not be supplied or adequately reinforced. If he hoped to gain some sort of political advantage what could it have been? And he sort of blew it if that's what he hoped, didn't he?

In any case our sources are unanimous in their opinion that Caesar was genuinely horrified. It's certainly not at all out of character--Pompey was a great man, recent enemy or not, and Caesar always respected those of great influence. Caesar's clemency was also quite well-known--what political advantage there was to be gained was lost the moment Pompey was murdered. Besides, Pompey had been murdered quite horribly, betrayed by those whom he had trusted for the sake of hoping to win Caesar's favor treacherously. To accept a gross transgression like that, tantamount to an insult against the Roman people, would have never ever been something that Caesar would ever have done, it's quite out of character with Caesar's obsession with dignitas and reputation

I agree with /u/XenophonTheAthenian on this one. Pompey was, above all, Caesar's peer (probably one of the few he acknowledged as such), and had proved himself a match for Caesar in both the political and the strategic arena. He had also probably been a friend, once, in the Roman sense of amicitia. But the aspect which surely burned Caesar the most was not the killing of Pompeius the man, but rather of Pompeius the Roman statesman and imperator. He had triumphed three times and had surpassed just about every milestone the Romans kept track of. He was the most important Roman public figure of his day by far, and he was killed ignobly on a beach, far from Italia, by a bunch of simpering nobodies. His killing was an affront, like Xenophon said above, a grievous injury of dignitas on several levels -- first, to Caesar, because he was (perhaps) "robbed" of a legitimate victory over a worthy opponent in what was, in the end, a very big and bloody civil dispute; second, to Pompeius as a member of the Roman elite caste, who should not be treated that way no matter what they had done, and especially not by perpetrators like those; and third, to the dignitasof the SPQR at large.