Every shield in the game is instant cast except for Lux's W
Neglecting abilities with additional effects (for example Shen's Stand United, which has a teleport effect in addition to the shield), Lux's W shield is the only one in the whole game that has a cast time and requires her to stand still to cast it. However it's also the one that actually needs an instant cast the most, because it's the only one that can "miss." Every other shield is targeted or self-cast and therefore cannot miss.
It just doesn't feel good when you're trying to shield a moving ally, which is already difficult by itself, but then they keep moving while you have to stop, making you miss the return portion of your shield. Not to mention how just shielding herself while running away exposes her to even more damage since she stops running, which is counter-intuitive to shielding in the first place and is something which no other champion has to deal with on their shield.
It's just inconsistent and is an unnecessary cost that only she pays for an already unreliable ability.