Shyness in gambling will always harm you in a different way because if people come to know that whether you are a gambler than it will hurt you much. Not only if you lose money through gambling it might affect your family in a different way, while gambling you have to be very careful.
Gambling should only have an affect on your family of you lose it shouldn't affect anyone else or you. There's nothing wrong in gambling if someone wants he can gamble as it is his own funds and it will be your loss itself. The society is no one to judge you as long as it's your own funds