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
Yes in some places gambling is not considered as good because most of the gamblers in that places are of bad company and there other people feel shameful while in other societies where on casino you see a high profile people and well respected people gamble only for entertainment you will not feel shameful.