No, and it's not a matter of saving face -- it's also a matter of not wasting the other player's time in a clearly lost position.
I do agree with @elassasino
re: not quitting over a slight material difference, especially at the (my) lower levels of skill and chess-perception.
However, I think the idea of shaming other people into better behavior is a concept that undermines itself. Through the lens of evolution, it's understandable that controlling our environment, including other people, got us to where we are today. But people trying to control other people usually leads to anger, resentment, and (let's hope) frustration (and let's hope nothing worse).
, these shaming PMs you mentioned seem like poor sportsmanship to me, although I understand they were well-intended. As for me, I have sent a PM to someone who I thought quit a game too early, but with the intention of encouragement rather than shaming, and I think I also included some tips and an explanation re: why too early.
BTW, I do recognize the irony of me addressing your post publicly, and am sorry about that, especially because generally I do agree with you and I like the way you express yourself (not flirting, just saying), even if we disagree about some particulars.
As for me, if I'm on the losing side and a pretty or distinctive mate is coming up in a move or two, I'll try to remember to play it through, in case our game makes the front page.