For me, it is the opposite. I don't feel any shame from a computer marking a book as "late" in its database. I do feel shame from having to walk up to the library desk and tell the librarian that I owe them $0.50 in late fees. I'll go well out of my way to return books on time, to avoid this shame and not the relatively trivial fee itself.

I think that perhaps strong shame requires a social interaction. (However, I would also be ashamed to pick up my child late from daycare, so maybe my feelings aren't broadly representative.)