Threats of being obese: less likely to be seen as attractive to the opposite sex, shorter lifespan, less likely for males to sire offspring, less likely for females to carry offspring to full term or get pregnant in the first place, less likely to survive harsh environments, less likely to be at optimal health, less likely to be able to physically fight for your offspring and/or yourself against predators. . . Literally every reason why ANYTHING evolves, obesity fights against.
But no, obese people should feel no shame. None at all.