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.
If a person is addicted to gambling they why will he shy to play gambling? I think that only new comers will feel shyness while playing gambling tell they become familiar and addicted to gambling. I myself felt shy when for the first time in enter a casino but never after that.
on average it is indeed a person who is the first time to play gambling who feels such shame, because there is no previous experience so there is nervousness when playing.
after getting used to playing gambling, of course nervousness will disappear by itself