Is it appropriate to use nursing room to express milk? As i felt/worried other breastfeed moms will think they should be the priority... sometimes felt so embarrassing when walking out of the nursing without carry any baby... ?

Normal and appropriate. Pple use it to pump all the time - that's why some even have power points and stuff. We are all equal and they will understand because there will be machine sound or u will be carrying the bags etc. anyways, it's ok. It's just not ok to fall asleep inside. LOL