When a player joins a team, they are essentially making a promise to their teammates. The whole idea of a team is that everyone works together and relies on each other. When a player simply quits in the middle of the season, it destroys that trust and ruins the team's chances.
There is no reason they cannot resign whenever they choose. Any other person can quit when they are ready. It is sometimes frustrating to the fans, and hard on the rest of the team, but it is ultimately their choice. Often times it seems that they quit in the middle of the season because they just aren't playing very well, which makes them seem like a bit of a cry baby, but it doesn't make any difference.
No, professional sports players should not be shamed for resigning in the middle of a season because we do not know the exact reasons they are resigning. Maybe they want to spend more time with their families or they want a different career. We should not judge them until we know.
Players can have little lots of personal reasons to retire, even in the middle of the season. People should respect those reasons and understand that professional athletes, no matter how talented or integral to the success of the team, do not owe them anything and if the owner allows them to retire, the fans should respect that.