I think most people here are missing the point a little.
The feeling of being ashamed of something depends to a large extent of what other people think of you no matter how righteous you feel about it to yourself.
People are multi-dimensional (unless you are a retard). I believe most gamers would feel at least a little stupid, and at least for a little moment, as they would hand over a video game to the clerks desk if they knew the cool guys from school or a hot woman could see them. It's hard to control that feeling of shame no matter how "right" you think it is with video games as a hobby and passion.
And if you see a gang of cool gamers purchase GTA or Call of Duty at your local store, you'd feel at least a little inferior to hand over that copy of Mario or Pokemon. 
The majority of you would not admit to their co-workers that you're hardcore gamers or admit that you love Mario.
