I've seen Frenchmen ashamed to be French when a Le Pen won something somewhere. I've seen Frenchmen ashamed to be French when an anti piracy group pirates a logo. I've seen Frenchmen ashamed to be French when some president felt the need to compensate for something by blowing up a nuclear bomb in the pacific.
Somehow, anecdotally, being ashamed to be born somewhere is a particularly French phenomenon. Why?
France has all the above things, but also a great healthcare system, nice people, a somewhat functional democracy, and many other great things.
There's 60 million Frenchmen. Are you going to be ashamed every time one of them does something wrong? Do you expect them to be ashamed every time you do something wrong?
Instead of shame, maybe it would be more constructive to organize and do something about it. The ivory tower of the French political elite is notorious, but not unsurmountable.