Embarrassed? Wow. I dunno if I'd be embarrassed about any of my musical tastes. I like musicals. I started singing in school choirs after seeing Robert Preston in The Music Man and thought it was about the coolest thing not a sport. I eventually made all-state choir in CA and toured China with my HS Madrigal group, so I'm very glad I like musicals.
I very much like both big band and standards. About seven years ago, I spent a bunch of money putting together a 2 disc compilation of special arrangements of standards by various artists. Was fun, but expensive and a pain. Thank goodness for Amoeba Records in Hollywood, cuz without them I wouldn't have found the rare Dean Martin import or a couple of other pieces that made all the differences. With standards, each artist probably recorded those songs ten times or more, so the trick was to track down down the exact arrangement I wanted. That wasn't always so cheap or easy. But it paid off and family and friends still talk about them and play them.
I grew up on Funk and R&B as well as classical and 60s and 70s folk music. I pretty much got it all.
I like a Capella groups like Straight No Chaser. Not embarrassed about that one bit.
I guess I don't have any artists that I'm embarrassed that I enjoy. Now, if we start talking about movies, I'm embarrassed that I do enjoy bad movies... Like MST3K bad. If it has ninja and cheerleader in the title, I'm popping me some popcorn, because "something wicked awful this way comes"... Or something to that effect and I enjoy cinematic train wrecks.
