Parking the bus is a must for italian club. How good or bad the gameplay from the team doesn't even matter. The history is always writting the winner from the league. It doesn't really matter what gameplay to get the trophy as long as you get a trophy and you were a winner. There's no need to feel parking bus is shameful strategy to be used.
Think about how to win the competition. It will be shameful if your team is always playing football without even winning the trophy. The value from the big club was when it was winning a trophy.
Roma is gonna destroy leverkusen soon. Lukaku can play alone at upfront since he has very good physic to be one on one or even two on one.
Regardless of whatever strategy the coach uses, the most important thing is the final result, as you said, there is nothing embarrassing about defensive strategy.
However, destroying Leverkusen is not an easy thing because many teams have tried it throughout this season and none have succeeded.
Leverkusen is a strong team, we have to admit that and Roma is actually also a strong team when managed by De Rossi but in their last few matches in the domestic league we can see that their performance is a little bad so this is a benchmark for the first leg match they played Leverkusen.
I still favor Leverkusen, I think that's realistic because in terms of overall strength we can see from the start of the season that Leverkusen is much stronger and more consistent.