That's normal, if you are living in a place where it is considered as illegal, you must be shameful, but in online gambling, it's hard to catch you, they can't see your computer or enter your house just to see if you do gamble...
Gambling will never be wrong if you are doing it in moderation or if you are rich and what you are wasting is only a dust and can't affect your daily living... But if you are working and using it to gamble, I think it's nearing to the point that you need to be shameful...