It actually depend on your social lifestyle. If you are mixing around those high profile people who focus is on business and investment, gambling can be seen as a weak investment tool so you will feel shame sharing these information with them. However, if you have a social group of gambling, you dont mind sharing your gambling experience with all the related people and they will accept you for who you are.
People in general thinks that gambling is bad so even if you're not around high profiled people, you will be ashamed of gambling. It's the same thing as random sex, smoking weed, and other stuffs. You have to be around people that have the same interest or do the same things even occasionally for you to not get judged. Just avoid talking about gambling as much as possible and only talk about it when either you know the person you're talking to is into gambling or the topic just came naturally.