It's a shame when you realize and accept that it was true, but like what you said most of those gamblers who still in a denial stage of their addiction they will not accept that and they will get mad at you when you tell them things about their addictions, they are not willing to take that word as they think they can still control and they are just enjoying and trying to kill up some time.
But when they are already in the stage where acceptance is already shining in their minds, that shame will be there and they will seek
help if they are already willing to move away from this addiction.
No, you don't need to feel like that because in the first place, you want this to happen. I salute those people who tease someone because they are giving a motivation for that person to change for the better. If the gambler is serious, I mean if he keeps on pushing that he is not an addict, I guess the only way to prove it is to have some kind of a surveillance camera or CCTV.
If the people around them are away to monitor their activity. If someone won't still believe that the person is not addicted to gambling, well that is already their problem. There must be something wrong with them. We can just ignore those people or report them if they are getting aggressive.