I am embarrassed due to dumb shit I said when I was 5 due to cognitive bias. If you browse tumblr for a while this is a pretty common trope among humans.
Child is born as a racist sadist and gradually becomes socialized as circuitry for empathy developes.
I have done some stuff as a kid I wish I haven't but I can't be embarrassed about it. I didn't have a properly developed brain back then. Being a kid is like having a condition. You can't hold yourself responsible for what your body did then.
But should I see a therapist to address my feelings about crying due to the results of a children's athletic competition? I guess I ultimately wouldn't care if my friends knew that one, but I can empathize with people that would feel super uncomfortable.