[Aquonut]

I think it is worthlessness
like being an NEET rotting in a room spending his parent's money while being already 35+ y.o
def not being short or similar like those blackpillers think. I really don't think a man's appearance really values a man that much so that being an incel is the biggest shame. But of course what gold points of view should you expect from teenagers and mentally juvenile adults

[MSL]

 Strictly speaking, it depends on the values of the concrete (given) society. For example, in some tribes it's a shame not to be able to kill another (enemy) man. In some very educated and intelligent societies it's a shame not to read some new books every year or every month. And, often, there are those who think it's a shame to be poor...

[Alexa]

Being an incel isn't a shame. Being a not trying to solve the inceldom problem is a shame.

[SEO]

For many females, especially in China but not only there, it's when you're a carless, propertyless, poor man. ~100% chance to become an incel because they (and their parents) are seeing you as a poorcel.

[Nadia]

To be an adult who likes the dictators.

[Incel]

Some of the incels are shameless so they don't know which shame is bigger and which is lesser. 

[MSL]

 By the way, "Aegean" is an interesting new nickname. I was born close (comparatively close) to that sea and I will explain more about it to those who're not familiar with it. It's a sea, which is between Greece and Turkey. It's very close to Bulgaria too. In Greek it's called "Αιγαίο Πέλαγος", in Bulgarian -- "Егейско море" and in Turkish -- "Ege denizi" or "Adalar denizi" (which means "Islands sea"; "Sea with (many) islands.") In Chinese it's known as "爱琴海".
 And to add something on-topic: knowledge is power, so if an incel is a NEET (a NEETcel) then one of the first steps for him/her may be to start learning at home.