Other people apparently don't have this feeling at all. Maybe I shouldn't have been surprised by this, but I've definitely been caught off guard by it.
An example I have of this is from high school where there were guys that were utterly shameless in asking girls for sex. The thing is it worked for them. Regardless of how many people turned them down they got enough of a hit rate it was an effective strategy. Simply put there was no other social mechanism that provided enough disincentive to stop them.
And to take the position as devil's advocate, why should they feel shame? Shame is typically a moral construct of the culture you're raised in and what to be ashamed for can vary widely.
For example, if your raised in the culture of Abrahamic religions it's very likely you're told to be ashamed for being gay. Whereas non-religious upbringing is more likely to say why the hell would you be ashamed for being gay.
TL:DR, shame is not an effective mechanism on the internet because you're dealing with far too many cultures that have wildly different views on shame, and any particular viewpoint on shame is apt to have millions to billions of people that don't believe the same.