When parents use euphemisms to name genitals they give their child the message that these parts of the body are?

shameful or embarrassing
The Word you're looking for is probably taboo, or something similar. But the validity of this statement is debatable.

Some people think that by using euphemisms to describe genitals they are sending a message that somehow they are bad or are something to be ashamed of, while other people feel that using these euphemisms gives the children names for their body parts that are either cuter than the technical name, easier for the child to say, or more often it gives them a name to use so that is less socially awkward. Adults know not to yell out that their penis itches in a mall, but a small child doesn't know/understand the more intricate parts of social interaction.

Also, speaking as a doctor, most adults don't use the 'correct' terms to describe their genitals. I have very rarely heard adults use the Words anus, rectum, introitus, labia, perineum, glans, corona, etc. They very often will use euphemisms like butt, dick, or other things that are more vulgar. And then even when they are using the anatomical terms, they use them incorrectly. Many adults don't even know what their glans, introitus, raphe, etc. even are, much less how to use them. So in reality, they are substituting their euphemisms for others.