I think shame might be too strong of a word. Just look back since our last Super Bowl. 25 years ago and only 12 teams have won Super Bowls since.
Even winning a super bowl once every quarter decade keeps jerry ahead of over half the league. Kinda crazy when you look at it that way.
Actually - it's 13 franchises that have been NFL Champions since the 1995 season:
GB - '96, '10 \ DEN - '97, '98 \ STL Rams - '99 \ NE '01, '03, '04, '14, '16, '18
BAL Ravens '00, '12 \ PIT '05, '08 \ TB '02, '20 \ NYG '07, '11
IND Colts '05 \ NO '09 \ SEA '13 \ PHL '17 \ KC '19
I look at it another way.... all of those teams had at least two conference championship game appearances and beyond....and let's add to the list the 49ers and Falcons - two NFC Championship game appearances, one NFC Title and a NFL Championship game. Titans, Jaguars, Jets have been to the AFC Title game twice each in the same time span. Even the Buffalo Bills. - after their Rip Van Winkle layoff from title contention - they finally got back to the AFCCG this past January.
Summary - the Cowboys continue to fall short in the big picture of undergoing deep playoff runs...over an extended period of time IMO.