Yeah sometimes it may be due to pride or Shame, actually I see no reason why we should be ashamed of telling people about our gambling habit. Moreover, letting people know about our gambling habit is still going to help us to get relief from those stress caused by gambling. Because is obvious that we don't always feel comfortable whenever time we are gambling the wrong way at same time doing it secretly, of course we always get bothered.
How can someone be ashamed of what is going to destroy their life if they don't quickly handle it? Even if it's pride or what so ever, a gambler must not allow themselves to be destroyed with addiction. It's just like someone living with a disease and is ashamed to go to the hospital for checkup and also explain to the doctor how they are feeling, the person will definitely die of the disease if not treated. That's why you see that addiction have destroyed some people's life because they did not acknowledge their problem on time.