By keeping it a secret DF'd individuals can be gossiped about and scandal spread about them and the myth kept going that 'we only DF or shun people who cannot live up to Jehovah's (WT) standards. Less embarrassment and shame on the bOrg and more on the individual.
That's exactly what happened to everyone who was df'd or who da'd themselves from the hall I went to. It was always because they didn't want to meet jah's standards, never because they'd seen through the bs, according to the elders anyway, who were and most likely still are the source of all the gossip.
That's why shunning is so useful to them - those still in the org only get to hear one side of the story.
As for being embarassed about the policy, the watchtower leaders are far too arrogant in their self-delusion of having the "truth" to feel embarassment, but I imagine they might be a little pi$$*d off when ex jws put the real reason they left on boards like this one, knowing that ther is a danger that some unsuspecting jw may venture in, read the story, and maybe start wondering themselves.