I live in Brazil and here, there´s anything embarrasing about living with your parents if you´re an adult
The main reason for that is because housing is very, very expensive in Brazil and the average income is very low (lower than the world´s average income).
Renting a house / apartment is very expensive for a single person to handle. Buying a house or apartment is also very difficult and most people goes on debts of 15+ years to buy one. So people stay as long as possible living with their parents to be able to save money.
There´s also a cultural factor: most people here quit living with their parents when they get married, family ties here are very important. Of course, it´s a little bit easier to pay rents or debt portions with two people. Even so, couples still go on debt for many years to buy a home.
