I also feel embarressed when I get a string of "unearned" luck. It is one thing if I put together a hair-brained plan that can pull my butt out of the fire with a good roll or three. I figure that is good play. It is entirely different when I start rolling good dice non-stop in a plan where it just starts to decimate the other guy. I feel sorry for the other guy at that point.
Very true, it's always better to hear "Man, I didn't see that comming" than "If you hadn't had that dice run..."
It feels beter to win with average or even bad dice.