I don't want to go into details for anonymity purposes, but I have co-authored and submitted a paper with a long proof (dozens of pages), and I think that with some moderate effort, we could find a proof that is about half as long, by decreasing the power of some intermediate lemmas (the reason for this is that we initially didn't know that it could be done more simply). How bad is it to publish a paper like that? Is this considered bad style? Or actually unethical? Is it considered embarrassing (e.g., will we be considered amateurs for not having found the simpler proof first)? Or is there nothing wrong with it?
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