Being excluded can make somebody feel alone and ashamed because it feels that you've been rejected and worthless. It makes you doubt who you are and it often makes people change their personality so that it fits to the norm so that they included more. This is also a natural human reaction to feel ashamed when you are excluded or left out. According to Psychcentral, "Feeling left out is a natural response to social exclusion. When someone leaves you out of an event, it can make you feel like you don't matter.
Hope that helps. :)