The gemara (Gittin 36b) praises those who are shamed and don’t shame back.  R’ Shlomke of Zvhil zt”l said that it saves a person from many troubles and punishments, and at times, even from death.

In fact, R’ Moshe Leib of Sassov zt”l said “someone who is shamed should reply ‘May Hashem reward you, because you removed the death penalty from me!’” 

~ R’ Elimelech Biderman