Being a gambler would be a shameful thing if you were in a place where gambling is illegal or not good and you share your gambler status to others and make people know that you're a gambler. And indeed it is normal that you be embarrassed if others knew you were a gambler places where gambling is illegal. Unless you're a person who has no shame, there would be no matter what happens.
It's not only about legality. Gambling is a legal thing where I live, but still it can be shameful if you gamble away the money your faminly needs to pay bills and to buy food and stuff. Also even if you don't spend a penny on gambling but play for free only, it can be shameful if you spend most of your free time on gambling. People around you need your attention so it's better to be with them than to gamble your time away behind the computer screen.
Yes very true, humans are social beings, and we as human beings have to make good relationships with other people, with the people around. Our life is outside, the outside world is our life, we can do anything outside. Instead of sitting in a chair padded mu with a little snack at your computer desk and gambled in front of a computer screen. It's not something that should be done by humans, humans were not created for it. Anyone who lives like that should be embarrassed.