Haya (shame or modesty) is one of the most important factors that keeps a person away from committing a lewd or sinful act. If a person has no feeling of shame or modesty, then there is nothing to prevent him from doing almost anything. He would do almost anything because he has nothing inside him telling him that such is not good behaviour and that he should be ashamed to act in that fashion.
When a person commits sins, his feeling of haya is lessened. As he commits more and more sins his haya is weakened more and more, to the point that it may not exist at all. When he gets to that point, he does not care what people might say or think about him.
In fact, he might even start to brag or tell about the sins that he has committed. This type of person will not be forgiven and the road to repentance will be blocked for him.
The Prophet, peace be upon him, has said:
“All of my nation is apt to be forgiven except for those who commit sins openly. Included among those who commit sins openly is where a person performs a deed during the night and although Allah had concealed that sin, in the morning he says, ‘O so and so, last night I did such and such.’ He spent the night being concealed by Allah and in the morning he uncovered Allah’s concealment from himself.” [Bukhari]
“Commentary on the Forty Hadith of al-Nawawi” – Jamaal al-Din M. Zarabozo, p. 803
Source: Friday Nasiha