Why does the text note that they were not ashamed (Gen 2:25)? Why is this significant?

This is a slightly different issue. The narrative clearly wishes to draw a great contrast between their innocence and lack of shame (not to say exhibitionist “shamelessness”) before the Fall, in Gen 2, and their later, sinful state, “knowing good and evil,” so that they “knew that they were naked” (Gen 3:7) and in need of clothes. In short, the contrast dramatically underscores Adam’s and Eve’s innocence before the Fall, and the need for their resulting sinful state to be covered, literally as well as figuratively, by God (Gen 3:21). Note, Adam’s and Eve’s own fig leaf coverings are evidently not adequate, in God’s eyes.