In general, in all aspects of life I think that you should avoid doing things that make you feel shame because you should feel proud of who you are when you look at yourself in the mirror. Whether you should feel ashamed over doing something is worth addressing because sometimes people feel shame when they should not, but most people probably should listen to what their emotions are telling them a little more than they do. Shame is a feeling that tells you when you're behaving in a way that is contrary to your own expectations of respectable behavior. You should listen to those feelings because how you see yourself is more important than how anyone else on earth sees you and that is essential to your own happiness.
So in regards to your sex life, if it doesn't suit you, then I commend you for changing it!
I've now experienced both sides.
I've always had a high sex drive. Between turning 18 and having a baby, the longest periods of celibacy were 3 months, which usually occurred because of distance from my lover, or a short period of time after breaking up with someone, and once because I was mad at my boyfriend and contemplating breaking up with him but I was still undecided because I loved him very much but I didn't want to have sex with him when I wasn't sure whether I was leaving him or not. Every time those three months felt like an intolerably long time.
Then I had the baby and everything changed. My hormones went out of whack and I lost my sex drive. It's not difficult to not have sex if you don't actually crave it. What bothered me was that I felt that I was obligated to fulfill that need for my partner and that a fundamental part of my identity had changed and that change made me feel uncomfortable in my own skin. I didn't realize that it was a part of my identity until that changed, but I didn't like the new way that it made me view myself. It dawned on me that I derived a feeling of satisfaction from feeling like we had an enviable sex life if people only knew. I felt like we were a hot couple and that was a part of my personal identity, but we became a lukewarm couple because even if you look good, you aren't hot if there's no sexual tension between the two of you. Anyway, I digress....
I suppose it is a little like addictive behavior, in the way that addictions are a kind of hunger. Just like with literal hunger for food, how a person fulfills that need can be healthy or unhealthy, just like if you ate a pile of Twinkies for lunch instead of a healthy sandwich and a bowl of soup. Maybe you should feel a little bad for eating all those Twinkies because it isn't healthy for you and it's not something that you ought to do every day, but there should be no shame associated with just being hungry and wanting to eat.