Who told you to be ashamed?
There are many people who point out that Jesus said that he came not to change the law but to fulfill it. He himself appears to be a practicing Jew, although he had comments about why breaking the Sabbath can sometimes be justified.
Of course, a lot of present Christian beliefs came from Paul, who began preaching and defining "Christianity" long after Jesus was dead. And other theologians added their own qualifications and interpretations, and we argue endlessly about the validity of those things. Some of them have told us to be ashamed of certain behavior, such as preferring nudity, that Jeshua ben Yusuf himself never commented on. That's why the waters are so muddied at this point.
I used this quote from Mark Twain when commenting on this subject on another site: "Man is the only animal that blushes. Or needs to."