The Walk of Shame is only used for the girls who are shameful of what they did the night before. The ones who are shameful are girls who had a hook up or they are the fraternity house ho. If you are his girlfriend, you have nothing to be ashamed of.
In my boyfriend's fraternity, the only girls they would talk about were the ones who did the drunken hookups or the girls who tried to mack it with all the guys in the house. Girlfriends were not talked about. The fraternity brothers usually respect another brother enough not to talk about his girl. Also, she's his girlfriend so she has a reason to spend the night.