Is the saying "There is no shyness in religion" correct?

The phrase "There is no modesty in religion" is incorrect. Modesty is part of religion. The correct statement is: "Indeed, Allah is not ashamed of the truth," as in the Hadith of Umm Salama, where Umm Sulaim asked the Prophet, peace and blessings be upon him, about a woman performing ghusl (ritual bath) if she experiences a wet dream. He said, "If she sees water." Umm Salama was surprised and asked, "Does a woman have a wet dream?" He replied, "Yes, then how else would her child resemble her?"