So what is there to feel bad about?
I don't know why there are people who are shameful for being a gambler. Maybe their addiction is really that too much and it came to the point that they are doing those things that they must not do. But with me, I don't feel to be shameful for it because I am not doing those type of activity to steal and scam people because I gamble with my own money.
Being ashamed about gambling is like saying you are using money that is not from you are just like what sparkedev said. That is the only time that we should feel bad about our betting. Another thing that could make you feel ashamed about gambling is when you are already a burden to your family.