I'm not ashamed of belonging to this forum (or any other Pokémon or videogame forums), but it's also not something that I advertise in public. I've been a member of various forums for about a decade, and though my activity waxes and wanes a lot (see my low post count and the fact that I've been a member here since 2008; my activity on other forums varies), I enjoy maintaining accounts on different forums and visiting them when I have time. Pokémon is one of my oldest hobbies, and probably my favorite, and since I don't really know anyone who plays in real life, it's nice to visit forums to find like-minded players. (I'll admit that I do feel kind of embarrassed about liking Pokémon in general, though; it's probably irrational, but I guess I was conditioned during middle school not to bring it up, and that mentality stuck. I still love playing, I just don't tend to tell other people that I play.)
I guess I would feel ashamed if I spent all of my time on forums, to the extent that "real" life started to suffer. But so long as I can find a balance, I see nothing wrong with frequenting internet Pokémon forums.