Miss Fortune/Banshee's Interaction

Please correct me if I'm wrong here. MF's E (Make It Rain) doesn't prock the Banshee's Veil Spell Sheild, but I believe it still does the damage instead. All Banshee's says is that it blocks the next ability, so is MF's E somehow not an ability? I have seen this happen on multiple occasions, as I duo with an MF player. Anyone else have this happen?