Can you specify in what way does Japan have this sentiment?

(Edit: as in what ways are they ashamed?)

I think you might be mistaken. If there is any period of American imperialism most likely to be criticized by the majority of Americans, it's the McKinley-Roosevelt era. It's during this era that American imperialism is incredibly overt in its racism and so blatant in the economic reasons for exploiting foreign land and peoples. You do, though, make a good point in bringing up the differences between how Europeans and Americans view their imperial histories (as for Japan, I can't say much since I know nothing about it). In contrast to European nations, whose imperial pasts have been central to their national histories, some Americans see the US experience with empire in the late-19th/early-20th century as an aberration. Rather than a centuries-long predilection toward colonialism and imperialism, some have have promoted the increasingly untenable argument that the McKinley-Roosevelt era represented an "imperial moment," an aberration in an otherwise benign and benevolent pattern of the US promoting anti-colonialism, international stability, and global interconnection.

The general outline for the above argument goes as follows: The actions of McKinley and Roosevelt were not consistent with the ideas and actions of the US before or since that time. It was, as stated above, an unfortunate aberration. The Spanish-American War, the occupation of the Philippines, the annexation of Hawaii, and other imperialist events were follies undertaken due to economic greed and racist assumptions about foreign peoples. In contrast, at most other times throughout its history, the US has sought to insinuate itself abroad in a benevolent manner, primarily to (1) maintain international stability and/or (2) promote liberal political and economic ideals in the hopes of bettering the world. Thus, within this argument, there is a key distinction between the "imperial moment" of the McKinley-Roosevelt era and the other, more benevolent eras of American foreign relations--Wilsonian and Rooseveltian (Franklin, in this case) anti-colonialism, Cold War anticommunism, etc.

Of course, this is a very strained argument that isn't really made any more except in certain extreme circles. Wilson's and FDR's support for anti-colonialism was checkered at best, and US Cold War policy was itself a form of imperialism. Yet, there is still a segment of the American population that subscribes to the American exceptionalist argument laid out above. The historian Elizabeth Cobbs Hoffman makes a more moderate version of the argument in her book, American Umpire.

To conclude, I think your question is based on a misplaced premise. The McKinley-Roosevelt era is perhaps the only period in which Americans almost universally agree to its shamefulness. The main debate, rather, has been whether that period represented a unique "imperial moment" or whether it was simply one iteration within a larger pattern of American imperialism.

What do you consider American imperialism? . The push west into indian territory? . Or actions like pushing Spain out of Cuba?

We addressed the fact that he does not give blacks their due credit in Rough Riders, the memoir of the invasion of Cuba during The War of 1901 (Spanish-American War) in my U.S. Military History to 1900 class at UCF. We also addressed concerns about the validity of U.S. involvment in my History of the Carribean, History of South America, Sunbelt Florida (History of Florida), Gilded Age and Progressive Era, and I did for my senior thesis. It depends on where you go. I don't know if this comment is appropriate, but I'm American and have a Bachelor's in History, and people definitely talk about this in Florida.

As for why they don't teach it in high school usually, (again they did at mine) probably because high school history classes don't have an atmosphere that really lends itself to discovering nuance.

I would say your average Joe doesn't know about the Platt Amendment, which effectively turned Cuba into a Jim Crow state, barring Afro-cubans from office. It allowed the U.S. to intervene in Cuban affairs to protect the interests of Cuba, which, in the interest of the United States meant preventing blacks in America from forming an effective civil rights movement.

Just to be clear, Cuba was not a state but had long been desired by American politicians for economic purposes, even dating back to the Missouri Compromise, when the south wanted to annex it for more slave state votes.

It depends on who you talk to and where you are that will determine what response you'll get about this question.