There's nothing to be ashamed of if you are gambling. You should be shameful if you are in the walls of your parents and their money are the ones you keep on using just for your satisfaction in gambling. It's not a man-like thing to do if you do that and you will be feeling shameful eventually upon doing that.
We should be ashamed when we gamble and lose alot of money. After that imagine that we leave the game with nothing but desperation. We are going to have stress, that is why only play for fun so that we dont have to suffer after we lose alot of money especially feeling ashamed about it