Yes - I have the same feelings around SI, I'm not sure where it comes from. I think for me it was because the SI was so secretive, like the abuse. And even though my gut told me it was wrong, it gave me the feelings I was looking for - relief, etc.
For me the embarrassment stems from the scars - most of them are easy to hide, but occasionally someone will see one and question and then I have to decide whether I can tell the truth or come up with a quick lie.
In high school, I was called "blender" because it looked like I stuck my arm in a blender. Most of the scars have faded some since then and are more inconspicuous, but that definitely caused shame and embarrassment.