It's not shameful at all. I'm a prolific reader, and got introduced to audiobooks by a friend of the family who also loves books, but unfortunately her sight has deteriorated to the point where she can't do so any more, so she gets audiobooks, and a lot of them. I find they're great, you can listen to an audiobook in circumstances where it's problematic to read a physical book, such as when you're trying to fall asleep, you can put it on low volume and slowly drift off for half an hour, or when you have your hands full or eyes occupied, such as when playing a video game or shoveling snow or mowing the lawn or baking or walking the dog. Any time I'm performing some task or other that takes minimal mental effort nowadays, I tend to listen to an audiobook, because actual books are ill-made for multitasking, and even if I do somehow manage to pull it off, the effort of multitasking with a book makes it more difficult to follow and retain what's going on.
And some audiobooks are really good in their performances. The Dresden Files audiobooks are so well done that given the choice, I'll listen to the audiobook before reading the physical copy when a new one comes out.
Of course, they've got their downsides - with a physical book, you can just sit down and go as fast as you can read, start weaving the picture inside your own head and get sucked into the world in a way that you can't quite with anything else. And sometimes you'll get a poor narrator, and there's also the cost. But it's in no way shameful to listen to audiobooks, and if you give it a try, it's surprising how often it comes in handy.
