I believe this is not the case in the US, at least in my experience. In South Africa people say "shame" to express pity for someone else (or even just when something is adorable) but when I say it hear I get weird looks :)
Native U.S. English speaker here: we do use the word "shame" as GP describes. We use "shame" both to say that someone should be ashamed and also to express general disappointment. (Though we would not use the word to talk about something that's merely adorable.) To my U.S.-English ears, swombat's use of the word "shame" seemed clearly of the "general disappointment" variety.
Yes. But here the writer simply began a statement with the word "shame" and proceeded to give a sober explanation consistent more with disappointment than outrage. In this context, I think the better interpretation of the writer's sentiment is to read "shame" as, essentially, short for "it's a shame" rather than "for shame!"
No, it is definitely a case in the US. In his sentence, you could expand it to "That's a shame" or "That's a crying shame", both idioms that can express that something is "unfortunate" or "disappointing", and does not always require a blame.
