see, that's the thing with shane. his reason for keeping it to himself was not to spare everyone else the unnecessary pain and unnecessary extra stress or so that he can bare the weight on his own so that no one else has to. he hides it because his reasons for committing those crimes is because it's shady as hell and he knows he's wrong for doing what he did.
see, rick isn't perfect but people want him as a leader because he actually wanted to take on the stress so that no one would have to. for example, he was gonna shoot Sophia. but daryl stopped him and daryl killed Sophia instead. he told rick, you don't have to bare everything on your shoulders and that you need to share some burden.
that was the difference between rick and shane. shane would look out for everyone too, but then where they differ is when shane has a personal and selfish agenda, he'll do WHATEVER it takes to get that agenda done