I don't feel ashamed for gambling once in a blue moon but I do have vices that I feel shameful of and it is no different. I wish you all who have issues gambling the best of luck.
Depending on where you live, if you live in a country where gambling is an act of crime then it is going to be not only shameful but it is a problem. Some people may not have any issue with that however it is best not to say anything that is related to you being a gambler, hiding it should be much better in many ways