Actually they often do. It is not that uncommom that politicians, government workers etc quit or get fired when embarrasing things are exposed. Esp if it relates to making personal economic gains from the position one has.
That would mean a society with rampant corruption. Sweden is quite far from that [0]. Given how fast people get sacked (leave their job to pursue a long time hobby) when being publicly caught and shamed, it is still very embarrassing.
We just had a community where the newly elected politicians raised their salaries quite substantially, this while unions and employee organizations try to talk about keeping the pay raise low, not trying to compensate for the current (hopefully temporary) high inflation. It took basically a day before the suggested raise was pulled back and at least one politician dropped out.
Yes, it is time we moved away from the idea that the politicians and captains of industry responsible for things we don't like can be embarrassed into changing their ways, if they had any shame they wouldn't be part of this in the first place.