Well, i wouldn't say i agree there.
I feel like the answer can be found in the definitions of guilt and shame. Guilt is the feeling that we have gone against some kind of internally-held moral or ethic, and that this makes us a bad person.
Shame meanwhile is the feeling that we have transgressed some form of social more, and are being judged by others for it.
As a result, this makes shame an inherently extrinsic emotion. It's based entirely on our understanding and interpretation of others, and its strength is derived from how much we value others' opinions.
So, i'd argue that shame is actually the exact opposite of a selfish emotion, since it inspires acts of selflessness and punishes acts which harm or offend others. Often the most selfish people tend to be the most shameless about their bad behaviour.
Guilt however, i feel can be (not necessarily is though) a selfish emotion, since people can spiral with it, and become guilt addicts. They do things they know are wrong, that causes them to feel terrible about themselves, and that can actually push them further towards those guilt-provoking emotions. And that's a very self-obsessive process.