Why is Jessica so ashamed to be a Jew?

She is in love with a Christian and dislikes her father. Jews were persecuted and her father, Shylock, personifies the Jewish stereotypes. 

She wishes to marry Lorenzo and become a Christian. She hates her father who is a Jew and is cruel.

She is ashamed because she knows wherever she goes Jews are disrespected and its all because of discrimination.She is all ashamed as she got to know that her father is a devil and disbeliever.which means sinners.However she is so ashamed that now she is running away only because of her father so therefore everything shows that how a greedy and a cruel man Shylock is.

because of her cruel father and she loves lorenzo so she decided to run away with him she doesnt care about her father anymore