The shame of being seen to be not honest or respecting people's property leads to amazing responsibility and kindness.
But it also leads to people being depressed and feeling constrained not to be able to break out of societal expectations.
The very things that make us love Japan, would make you go crazy to live there. So enjoy the privilege of being able to visit and experience the benefits, while not having to deal with the downsides.
And maybe it causes you to reflect that, in the US -- the very personal freedoms (i.e. lack of guilt on being disobedient or trying new things) leads to a society where it's more likely you're not getting your wallet back if you leave it somewhere...