In my country, gambling is illegal so it's a sin if you're gambling in my country. Most of gamblers are shamefull for it.
That is an exception and you cannot gamble on that type of community where your country is the one that stops you and sets a law about illegality of gambling. And if you've been caught then it's totally a shame not only for yourself, not only for your family or friends but for the whole country. But for us who are living in a country that gambling is allowed, there's nothing to be ashamed of.