I guess you have not experienced online gambling with group of your friends. If you try once then you will always prefer online gambling only with your friends. While we are gambling with our friends there will be a possibility of shyness even with online gambling. Because gambling alone is something different and gambling in front of our friends is completely different experience which will push two different behavior with the reason of someone is watching which may lead to shyness too.

But, some don't care kind of gamblers, gambling in front of others will not impact them. But honestly I'm not that kind of gambler and I do have different feeling when I do gamble in front of my friends.