I do, sort of. Not truly GUILTY like I've done something wrong; maybe "awkward and uncomfortable and sometimes a little sad" is a better description.
It really depends on the shop - if it's busy and bustling, or if it's a shop where I frequently DO buy things I don't worry about it one bit; I'll lookie-loo all day and not buy a thing and not feel the least bit weird about it. But if it's one of those deserted little shops with the desperate shopkeeper who you can tell would do ANYTHING for you if you'd just PLEASE BUY SOMETHING...I always feel bad for those people, trying to make their dream come true and struggling. So I feel very awkward just walking out, empty handed, and always wish I'd seen something I liked.
Yes, it's business, but there's a sentimentality to it, too, or else none of us would care about LQS's at all and just shop online, right? I WANT them to succeed, just sometimes there's nothing there for me, and there's a regretful feeling when that happens, particularly if I can tell the shop is really struggling. I probably empathize with the shopkeeper a little too well.