No shame

Meaning that you/they doesn’t get embarrassed easily

Person 2: Guys, I need a pic of you, can you do it?? please
Person 1: *takes a picture with no hesitation*
Person 2: Wow thanks, you have no shame indeed (not in a bad way)

Sheepish

Knowing that you did something wrong / showing embarrassment especially over being discovered having done something wrong or silly

She did a sheepish smile