I could see being ashamed if you have no where else to go, cause in a way you failed. In 2001 - 2003 I was unemployed and burned through all my savings, sold anything of value, but I just couldn't keep it going anymore so I had to move back home. Crappiest feeling ever, and I imagine only worse if I had no home to go back to. Kinda lame because I was only back for a couple months then found a good job and moved out asap. I guess I was there just long enough to be humbled.
I wouldn't look down on someone who had to do the same, but I don't really get why someone would want to do it if they didn't have to. Living under someone else's roof means you have to live by their rules. I dunno, my mom pushed self reliance on me early on because she had it rough raising me, so the thought of relying on others is off putting. Especially family, cause they'll never let you forget it.