https://en.wikipedia.org/wiki/Guilt%E2%80%93shame%E2%80%93fe...
Translation: It only really matters if you're caught going something wrong by your peers or society at large. There are recent, but also ancient origins which define this culture. The west (western and especially northern europe, etc.) is broadly a cultural outlier anthropologically, which are guilt societies.
> 仰不愧於天, 俯不怍於人 - Looking up, no shame toward the heaven; looking down, no shame facing others.
That is, Confucian "shame" is not something you feel when you are found out. It's what you feel when you look inward at yourself, in front of the heaven. It's closer to what Europeans would call "sin".
Let's not single out China though. I've read pretty much the same happens in Japan. It might be that the source of this ends up being Confucianism and historical influences of China, but it extends to other countries outside it. The whole "saving face" and outward appearances, etc.
Everyone I've ever seen doing something wrong in the west only showed "guilt" once caught.
Do you not feel guilt yourself?