I was playing Shen the other night and thoroughly enjoying it, but it seemed like a few times I cast my ultimate, the shield was just ripped apart in no time flat. I was usually using it on carries who weren't building much defense, but the ~900-1000 damage shield was disappearing so fast, with only a couple people attacking my ally it seems like it doesn't get any benefit from the damage reductions.
Is that right or am I just misjudging it? Same question for Lux, Morgana, Malphite, and other characters with damage shields.