I've never heard the phrase "walk of shame" so that one flew straight past me.
In fact, I was quite enjoying the ad till the phrase flashed up, and then it seemed slightly unpleasant.
I guess what the ad is trying to do is get us all to identify with the first batch of girls, not point and laugh at them. We're supposed to think, "Oh, I've done that, ha ha." But I couldn't help wondering why they didn't have coats with them. Surely nobody goes out in December dressed like that without a coat unless they're Geordies? And I bet it doesn't make anybody go out and buy something from Harvey Nicks either.