Sion is one of the least reliable champions to run Courage on because of how easy his 2 hard CC abilities are to miss, and the mastery has a 30 second cooldown, so it's certainly not permanent.
However, I do see what you mean. I'm just saying that that was a bad example. Poppy, for example, has a targeted CC ability and another ability that, when used as it typically is, may as well be targeted as well. She's a much better example because she has her own built in massive % hp scaling shield AND can very easily and reliably get Courage shield. With Sion, dodge his train or his Q and he'll be fine, with Poppy, there is no dodging that E, it's targeted. Your only hope is to play someone with a spell shield and block it (AHEM Fiora).
The shield is busted on anyone who can reliably get it off (THIRTY-FIVE PERCENT MAX HEALTH RATIO IN A 5V5?!!), but Sion was a bad example because he cannot, both of his abilities to proc it are very telegraphed and very easy to avoid.