You don't always need to shield the adc. You almost always should though.

Nobody is the adcs shield bitch. It's more that 90% of the time, the adc will always be the best target to shield. You don't generally shield mages because they naturally have longer range abilities and aren't supposed to be in danger. They also tend to have cc. Most tanks have natural defense steroids/cc to protect themselves. Assassins are usually at their backline or trying to flank, so they'll likely be out of range of you. This leaves the adc to be the best target to shield almost every time.

Despite how strong you think their items are, they aren't as good as actual defense items and dedicated peel. They are still squishy and weak to burst. They have to constantly auto attack to maintain their damage, so they are constantly in danger and most likely to die out of all the classes.

The answer to why you always shield the adc? It's because the other classes don't need shielding/peel. They almost always have the tools to protect themselves. I'm sick of people complaining about always having to shield the adc when that is because adcs are naturally the squishiest champions. Then they turn around and complain about adcs being too hard to kill.