I don't think there's anything wrong with not having a girlfriend/boyfriend if you don't want one. Lots of people live the single life. I guess it's not as common though, and for someone who dates a lot, to meet a person who doesn't date at all, they're bound to be curious cause here's a person who lives life radically different to them.....just as we probably often get bemused over how social people can just chat effortlessly, or how they can go to pubs and clubs, and we might ask them why they do this? But I think it's important to remember that there's nothing wrong with not having a girlfriend. It's nothing to be ashamed about. Infact I often feel quite proud....especially when I hear people complaining about all their misery's in relationships....there's definitely a strong feeling of freedom and independence that comes from not "needing a partner".
But then, even if you DO want a partner, but don't have one, I STILL don't think there's anything to be ashamed about that. If your reasons are because you find it hard to socialise, or find it hard to meet people like you, then that's a perfectly valid reason and nothing to be ashamed of.
When people ask me, I usually say [tongue in cheek] things like, I was bought up in an all boys school and have no clue how to interact with women!!!....or sometimes I say that I have just never felt particularly driven to find a girlfriend, which is kinda true, and people can't argue with your natural drives. i.e. If somebody doesn't like cheese, then they don't like cheese! You can't tell them they're wrong!
But I think, next time someone asks, you should be proud of yourself, and just tell them that you find it hard...[although I know that can be harder than it sounds].....unless,you really want a girlfriend, and someone sets you up, and you decline or run away....how many times do we have to chicken out and run away before we should justly feel shame....I guess never actually. That's totally within your rights too. If you don't feel ready for a girlfriend, noone should force that upon you.
hmm....so in conclusion, sorry for the babble, but I don't think there's any reason whatsoever that we should feel shame over this.