For some people it is embarassing thing to do, I guess it has to do with morality. Sometimes people dont want to be seen as a bad people. Gambling is somehow bad attitude and people dont want to be spotted gambling that is why when we play we always will not let anyone know that we are actually gambling
It is all a matter of perception. As long as we do not do anything bad or affect our family, friends and neighborhood negatively, we should not be shameful for being a gambler. What is shameful is what happen in one of the Casino in the Philippines where a gambling addict goes berserk and killing 37 people because he was banned in every casino and has millions of debt in the bank.