No. I've never felt being shy in gambling but i feel pressure while i am playing gambling and it is normal. Unlike being shy it is not normal in gambling because if you are shy you will never enjoy the game, remember just enjoy the game and no one would be mad to you if you sit in tables as long you will bet or a player.
This is what the gamblers are forgetting now, they forget to enjoy the game as everyone is chasing the profits and losses. The shyness only comes if someone witnessed my losses and that's humiliating when someone actually sees your bad moments in gambling.
Basically gambling was introduced for fun purpose only but the people of this world made gambling a source of earning money rather than a source of having joy and pleasure which was totally a bad thing and it destroyed the lives of many gamblers in which young and old both people are involved. Everyone chases profits because no one wants to give away money they earned.