It doesn’t really have to do with shame, It has to do with knowing from experience how cruel people can be to the unemployed. Being introduced at parties as ‘This is Angie who is currently unemployed’, Going to church and having people scream out ‘Angie do you regret quitting your job yet’. Case in point. A so called ‘friend’ of mine had no sympathy for all the cruel remarks people would make to me. Forever telling me to get over it. ! week after her contract ended she calls me up saying ‘Yeah you are right, people are cruel to the unemployed’ expecting me to have sympathy for her when she never even apologized for being unsympathetic to me
It sounds like you encounter people who are that “looking to judge” type that I mentioned. The behavior you are describing is quite rude and obnoxious, and I wouldn’t want to converse with such people at all, let alone about a job. Does “I’d rather not talk about it” would really deter an obnoxious person like that though? It didn’t seem to work with the ladies in your original post. Personally, I would save the “I’d rather not talk about…” for the actual rude question, rather than the not rude one that preceded it. ie-
Lady who isn’t rude YET: So Angle, have you found a job yet?
Angle (in lighthearted tone): Nah, not yet. Still coming along… (as I’m working on walking away)
Rude Lady: Don’t you regret quitting your job now?
Angle: Well, that’s a pretty personal question that I’d rather not discuss. Have a nice day though… (walks away)
(actually, I’m the sort who would be more comfortable answering the second, rude question with “No, I don’t regret it at all” and then finding a way to extract myself from the conversation, but I’m not very good at being assertive, so I am impressed with your ability to be assertive)
Now if Rude Lady has shown a pattern of relentlessly asking the same question every time we see each other, then it wouldn’t seem odd at all, asked me the same question for several weeks in a row, then it wouldn’t seem odd at all to say, “lets talk about something else” because it would almost be like one long conversation that you were having.
That said, whether or not you sound odd, you describe yourself as being polite. It is your right to be protective of yourself emotionally, and sometimes sounding a little odd is a small price to pay for that.