As long as playing gambling games does not affect your life negatively, there is no reason to be ashamed of being a gambler. But if you got addicted then definitely you must be ashame of yourself. Letting gambling to take control of your life and make it ruin you. You can have rehabilitation as repentance and total stop of gambling.
Agreed, we should not be ashamed to be a gambler. We should be ashamed if we get in big debt because of gambling, or we get too many negative effects because of gambling.
Being gambler is human rights, why should be ashamed? It is not a criminal for me so I'm OK if many people around me knows that I'm a gambler.