Much of the mess we are facing in last 20th century till now is due to that. Countries literally raped for centuries, all their wealth stolen. Generations raised as servants to powerful overlords. Promoting more submissive minorities into ruling classes. Afterwards some idiots in their tea club draw semi-random lines on the maps when creating new countries, creating perfect storm for future conflicts.
And what we have today? Colonialism with a modern face - continuous brain drain so that only poor uneducated or lazy stay in their home country. And of course resource drain never stopped, look at companies like Royal Dutch Shell or DeBeers and many, many others.
I think it’s pretty obvious why people aren’t ashamed. Because they didn’t do the act. Take your expectation of shame to it’s conclusion: It’s very selective to only call out European colonialist countries as being ones where shame should be expected. If we are looking at crimes across history everyone on the planet must end up ashamed of their ancestry as there are few innocents. Not like the current borders and genetic make up of countries in Europe has been static throughout history, let alone every other plot of land in the world.