You have placed Mexico in the list of countries where "shame" culture prevails, and you are... absolutely right.
In my country personal morality is heavily dictated by the possibility of gaining or losing acceptance from the society, the group of friends, the church, etc.
A funny algorithm about "what to do when you've done something wrong" that I saw hanging on the walls of some business offices went like this
"STEP 1: DID SOMEONE ELSE NOTICED? IF NOT, DON'T WORRY. IF YES, PROCEED TO STEP 2."
Catholic faith and prehispanic cultures merged in sinergy generating this "shame" culture.
It is true that catholic religion emphasizes personal responsibility, but different from Protestantism, it does provide a social way to handle guilt: the church as an institution, as a mother.
Protestantism keeps the handling of guilt between the individual and the Mighty God. Catholicism provide you with priests, confession, penitence, the loving female figure of Virgin Mary, a myriad of saints to help you out and ease your guilt.
For Prehispanic cultures the individuals had to honour the community as the primordial duty and purpose of their lives.
One common example of how shame culture works in Mexico is the following :
If you are a tourist lost in the city and ask for directions, everyone will be happy and eager to help you... even if they don't have a clue! And we will rather make up something, and give you wrong directions, than admitting that they don't have a clue. We Mexicans would not stand the shame of admitting it. And once we are done, we will walk away serene, happy and without a shade of guilt, because we think that, in the eyes of the lost tourist we appeared kind and generous... and that is what life is all about: save face and you will save your life.