Of course everyone is allowed to feel shame or self-censor. I don't think the OP was suggesting it shouldn't be allowed.
Personally I don't think that is a particularly good way to live though. The mind is our only refuge from the rest of society, and to attempt to censor your mind so it's more acceptable to society seems like a really sick thing to me.
To me it doesn't seem that OP is arguing against self-regulation or self-improvement in general, just self-regulation against conforming to society at large. That isn't to say one's own personal values aren't influenced by the values of society.