We all know that feeling of being caught doing something we shouldn't. It's a sinking feeling, a flush of embarrassment. Jeremiah uses this common human experience to describe Israel's spiritual state.
The verse compares the house of Israel to a thief caught in the act. The shame here isn't necessarily for the sin itself, but for being discovered. It's the humiliation of being exposed, of having one's hidden deeds brought into the light.
This highlights a crucial point about their idolatry: it was a secret shame, a "whoring after" false gods that they knew was wrong, even if they tried to hide it. When God declares they will be shamed, it means their secret sins are about to be laid bare. It’s the shame of a criminal apprehended, whose excuses and deceptions have failed.
This isn't about a deep, repentant sorrow for sin, but an external shame resulting from exposure and impending judgment.